+113.7%
KLAC vs BAH
-28.2%
+141.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.5% | +8.8% | +7.1% |
| 7D | +5.7% | -3.2% | +9.0% | +5.1% |
| 30D | -3.6% | +2.0% | -5.6% | -3.2% |
| 3M | -12.8% | -7.6% | -5.2% | -10.6% |
| 6M | +26.1% | -5.7% | +31.7% | +28.9% |
| YTD | +53.3% | -11.7% | +65.0% | +56.5% |
| 1Y | +113.7% | -27.4% | +141.0% | +124.2% |
| All | +113.7% | -28.2% | +141.9% | +124.2% |
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