+252.2%
KLAC vs BA
-23.0%
+275.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.2% | +6.5% |
| 7D | -12.3% | +1.1% | -13.4% | -12.7% |
| 30D | -29.6% | -7.9% | -21.7% | -27.3% |
| 3M | -28.2% | -25.3% | -2.9% | -18.7% |
| 6M | -23.6% | -24.6% | +1.0% | -14.7% |
| YTD | +14.4% | -20.1% | +34.5% | +23.6% |
| 1Y | +15.4% | -11.8% | +27.2% | +18.7% |
| 3Y | +184.3% | -10.1% | +194.4% | +174.1% |
| All | +252.2% | -23.0% | +275.2% | +229.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling