+316.1%
KLAC vs BAM
+80.8%
+235.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.2% |
| 7D | +21.2% | -2.0% | +23.2% | +22.4% |
| 30D | -14.5% | +13.7% | -28.2% | -20.1% |
| 3M | -24.4% | -4.8% | -19.6% | -22.8% |
| 6M | -12.9% | +7.6% | -20.6% | -17.1% |
| YTD | +29.9% | +1.2% | +28.8% | +27.4% |
| 1Y | +31.9% | -2.3% | +34.2% | +31.7% |
| 3Y | +201.5% | +84.1% | +117.4% | +124.1% |
| All | +316.1% | +80.8% | +235.3% | +205.1% |
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