+113.7%
KLAC vs BAX
+9.9%
+103.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.3% | +7.2% |
| 7D | +5.7% | -1.1% | +6.9% | +5.9% |
| 30D | -3.6% | -5.5% | +1.8% | -3.0% |
| 3M | -12.8% | +33.5% | -46.4% | -17.6% |
| 6M | +26.1% | +35.9% | -9.8% | +17.5% |
| YTD | +53.3% | +35.4% | +18.0% | +42.8% |
| 1Y | +113.7% | +9.8% | +103.9% | +111.6% |
| All | +113.7% | +9.9% | +103.7% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling