+2,986.0%
KLAC vs BAH
+186.6%
+2,799.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +6.2% | -1.3% | +7.5% | +6.6% |
| 30D | -5.0% | -6.6% | +1.6% | -3.2% |
| 3M | -14.4% | -7.2% | -7.3% | -13.3% |
| 6M | +28.3% | -10.0% | +38.3% | +30.1% |
| YTD | +51.1% | -12.5% | +63.5% | +52.4% |
| 1Y | +100.4% | -27.9% | +128.3% | +116.7% |
| 3Y | +276.3% | -31.4% | +307.7% | +284.4% |
| 5Y | +452.1% | -3.2% | +455.3% | +354.3% |
| 10Y | +2,986.0% | +191.5% | +2,794.5% | +1,634.8% |
| All | +2,986.0% | +186.6% | +2,799.3% | +1,634.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling