+133,280.3%
KLAC vs BAC
+1,106.2%
+132,174.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +21.2% | +1.5% | +19.7% | +20.6% |
| 30D | -14.5% | -6.4% | -8.1% | -12.4% |
| 3M | -24.4% | -21.7% | -2.7% | -17.6% |
| 6M | -12.9% | +0.5% | -13.4% | -13.2% |
| YTD | +29.9% | -6.7% | +36.6% | +32.8% |
| 1Y | +31.9% | -4.7% | +36.6% | +33.9% |
| 3Y | +201.5% | +96.1% | +105.4% | +136.7% |
| 5Y | +298.6% | +21.7% | +276.9% | +267.6% |
| 10Y | +2,324.4% | +232.0% | +2,092.4% | +1,477.8% |
| All | +133,280.3% | +1,106.2% | +132,174.1% | +41,646.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling