+8,695.1%
KLAC vs BAH
+886.2%
+7,808.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.5% | +8.8% | +7.7% |
| 7D | +5.7% | -3.2% | +9.0% | +6.7% |
| 30D | -3.6% | +2.0% | -5.6% | -4.4% |
| 3M | -12.8% | -7.6% | -5.2% | -11.7% |
| 6M | +26.1% | -5.7% | +31.7% | +25.4% |
| YTD | +53.3% | -11.7% | +65.0% | +54.1% |
| 1Y | +113.7% | -27.4% | +141.0% | +128.2% |
| 3Y | +274.9% | -32.5% | +307.4% | +291.4% |
| 5Y | +470.1% | -3.3% | +473.5% | +406.4% |
| 10Y | +2,997.0% | +186.0% | +2,811.0% | +1,861.6% |
| All | +8,695.1% | +886.2% | +7,808.9% | +3,537.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling