+26.2%
KLAC vs BAH
+6.2%
+20.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -3.7% |
| 7D | -5.7% | +5.8% | -11.4% | -4.2% |
| 30D | -27.6% | +28.7% | -56.3% | -22.8% |
| 3M | -23.3% | +20.9% | -44.2% | -19.2% |
| 6M | -12.4% | +15.2% | -27.5% | -5.0% |
| YTD | +23.7% | +7.1% | +16.7% | +31.5% |
| 1Y | +26.2% | +6.4% | +19.8% | +35.1% |
| All | +26.2% | +6.2% | +20.0% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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