+157,277.0%
KLAC vs B
+803.7%
+156,473.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.2% | +9.5% | +7.5% |
| 7D | +5.7% | -1.6% | +7.3% | +5.9% |
| 30D | -3.6% | +9.4% | -13.1% | -4.4% |
| 3M | -12.8% | +5.0% | -17.8% | -13.3% |
| 6M | +26.1% | -3.5% | +29.6% | +26.1% |
| YTD | +53.3% | +4.5% | +48.9% | +52.6% |
| 1Y | +113.7% | +67.8% | +45.9% | +105.4% |
| 3Y | +274.9% | +196.7% | +78.2% | +245.0% |
| 5Y | +470.1% | +151.9% | +318.2% | +426.7% |
| 10Y | +2,997.0% | +202.2% | +2,794.8% | +2,701.7% |
| All | +157,277.0% | +803.7% | +156,473.2% | +136,966.8% |
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