+266.4%
KLAC vs BAM
+86.2%
+180.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.9% | +5.8% | +6.2% |
| 7D | -12.3% | +9.7% | -22.0% | -16.4% |
| 30D | -29.6% | +19.0% | -48.6% | -35.7% |
| 3M | -28.2% | +0.6% | -28.8% | -28.8% |
| 6M | -23.6% | +11.1% | -34.6% | -28.3% |
| YTD | +14.4% | +4.2% | +10.2% | +10.6% |
| 1Y | +15.4% | +3.3% | +12.1% | +12.0% |
| 3Y | +184.3% | +88.8% | +95.5% | +108.6% |
| All | +266.4% | +86.2% | +180.2% | +164.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling