+26.1%
KLAC vs BA
-6.2%
+32.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.5% | +7.1% |
| 7D | +5.7% | +1.2% | +4.6% | +5.4% |
| 30D | -3.6% | -11.6% | +8.0% | -0.6% |
| 3M | -12.8% | -2.4% | -10.4% | -12.7% |
| 6M | +26.1% | -6.6% | +32.7% | +25.7% |
| All | +26.1% | -6.2% | +32.3% | +25.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling