+3,041.8%
KLAC vs BA
+73.1%
+2,968.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.1% |
| 7D | +10.6% | +2.5% | +8.1% | +9.5% |
| 30D | -4.5% | -10.1% | +5.6% | -0.4% |
| 3M | -10.3% | -2.4% | -7.8% | -9.9% |
| 6M | +40.9% | -8.8% | +49.7% | +44.6% |
| YTD | +56.1% | -2.9% | +59.0% | +55.9% |
| 1Y | +109.0% | -8.8% | +117.8% | +113.0% |
| 3Y | +288.8% | -0.3% | +289.1% | +269.4% |
| 5Y | +489.1% | -0.3% | +489.5% | +442.3% |
| 10Y | +3,041.8% | +72.3% | +2,969.4% | +2,111.3% |
| All | +3,041.8% | +73.1% | +2,968.7% | +2,111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 10y: compounded portfolio wealth divided by compounded BA 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…
10y analysis · Full analysis span regression · 6 months rolling