+286.1%
KLAC vs BAH
+6.1%
+280.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | +10.0% | +1.7% | +8.3% | +9.8% |
| 30D | -14.8% | +20.8% | -35.6% | -16.4% |
| 3M | -27.2% | +11.6% | -38.7% | -28.1% |
| 6M | -17.5% | +23.1% | -40.6% | -19.6% |
| YTD | +25.8% | +5.3% | +20.6% | +24.7% |
| 1Y | +31.8% | +6.1% | +25.7% | +30.1% |
| 3Y | +195.3% | -27.5% | +222.8% | +207.8% |
| All | +286.1% | +6.1% | +280.0% | +217.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling