+300.5%
KLAC vs BAM
+90.5%
+209.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.3% | +7.0% | +8.2% |
| 7D | -1.1% | +5.3% | -6.4% | -3.5% |
| 30D | -22.6% | +18.1% | -40.7% | -28.9% |
| 3M | -23.5% | +4.2% | -27.7% | -25.3% |
| 6M | -18.8% | +11.1% | -29.9% | -23.7% |
| YTD | +25.0% | +6.6% | +18.4% | +19.6% |
| 1Y | +27.5% | +6.2% | +21.3% | +22.2% |
| 3Y | +206.1% | +95.0% | +111.1% | +121.6% |
| All | +300.5% | +90.5% | +209.9% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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