+195.3%
KLAC vs BA
-15.7%
+211.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.1% | -3.2% |
| 7D | +10.0% | -1.1% | +11.1% | +10.4% |
| 30D | -14.8% | -7.1% | -7.7% | -12.7% |
| 3M | -27.2% | -25.5% | -1.6% | -19.0% |
| 6M | -17.5% | -28.7% | +11.3% | -7.3% |
| YTD | +25.8% | -21.0% | +46.8% | +34.8% |
| 1Y | +31.8% | -11.9% | +43.7% | +34.9% |
| 3Y | +195.3% | -16.2% | +211.5% | +178.3% |
| All | +195.3% | -15.7% | +211.0% | +178.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling