+288.8%
KLAC vs BAC
+138.4%
+150.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.1% |
| 7D | +10.6% | +1.2% | +9.4% | +9.9% |
| 30D | -4.5% | -0.7% | -3.8% | -4.2% |
| 3M | -10.3% | +16.9% | -27.2% | -17.7% |
| 6M | +40.9% | +29.6% | +11.3% | +21.9% |
| YTD | +56.1% | +15.3% | +40.9% | +43.6% |
| 1Y | +109.0% | +28.8% | +80.2% | +80.9% |
| 3Y | +288.8% | +136.4% | +152.4% | +157.2% |
| All | +288.8% | +138.4% | +150.4% | +157.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling