+2,838.9%
KLAC vs BAX
-37.2%
+2,876.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.3% | -2.8% |
| 7D | +2.5% | -5.4% | +7.9% | +4.5% |
| 30D | -11.5% | -12.4% | +0.9% | -7.3% |
| 3M | -16.9% | +19.1% | -36.0% | -23.6% |
| 6M | +22.2% | +38.6% | -16.4% | +5.2% |
| YTD | +46.4% | +26.7% | +19.7% | +28.9% |
| 1Y | +91.0% | +1.0% | +90.0% | +82.9% |
| 3Y | +264.6% | -33.9% | +298.4% | +299.4% |
| 5Y | +430.6% | -67.0% | +497.6% | +728.1% |
| All | +2,838.9% | -37.2% | +2,876.1% | +3,075.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling