+100.4%
KLAC vs BAC
+29.3%
+71.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.7% | -3.4% |
| 7D | +6.2% | +0.6% | +5.6% | +5.8% |
| 30D | -5.0% | -1.4% | -3.6% | -4.3% |
| 3M | -14.4% | +15.7% | -30.2% | -21.1% |
| 6M | +28.3% | +32.2% | -3.9% | +8.0% |
| YTD | +51.1% | +15.8% | +35.3% | +37.6% |
| 1Y | +100.4% | +27.3% | +73.1% | +68.0% |
| All | +100.4% | +29.3% | +71.1% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 1y: compounded portfolio wealth divided by compounded BAC 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…
1y analysis · Full analysis span regression · 6 months rolling