+117,330.6%
KLAC vs B
+719.1%
+116,611.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.1% | +6.6% |
| 7D | -12.3% | +9.6% | -21.9% | -13.0% |
| 30D | -29.6% | +3.5% | -33.2% | -29.9% |
| 3M | -28.2% | -1.6% | -26.7% | -28.3% |
| 6M | -23.6% | -1.7% | -21.9% | -23.6% |
| YTD | +14.4% | -5.3% | +19.7% | +14.7% |
| 1Y | +15.4% | +27.2% | -11.8% | +13.3% |
| 3Y | +184.3% | +166.1% | +18.2% | +163.9% |
| 5Y | +248.9% | +136.5% | +112.4% | +224.1% |
| 10Y | +2,076.9% | +172.2% | +1,904.7% | +1,886.4% |
| All | +117,330.6% | +719.1% | +116,611.5% | +102,933.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded B wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling