+157,277.0%
KLAC vs BAC
+1,396.9%
+155,880.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.4% | +7.3% |
| 7D | +5.7% | +1.1% | +4.6% | +5.3% |
| 30D | -3.6% | -0.4% | -3.2% | -3.6% |
| 3M | -12.8% | +16.9% | -29.7% | -17.7% |
| 6M | +26.1% | +26.6% | -0.6% | +15.8% |
| YTD | +53.3% | +15.8% | +37.5% | +45.1% |
| 1Y | +113.7% | +27.2% | +86.5% | +95.8% |
| 3Y | +274.9% | +132.4% | +142.5% | +176.6% |
| 5Y | +470.1% | +72.6% | +397.6% | +365.1% |
| 10Y | +2,997.0% | +389.7% | +2,607.3% | +1,667.0% |
| All | +157,277.0% | +1,396.9% | +155,880.1% | +45,527.0% |
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 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