+89.3%
KLAC vs BAX
-0.4%
+89.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.5% | +2.1% |
| 7D | -2.7% | -7.9% | +5.2% | -1.8% |
| 30D | -13.2% | -11.7% | -1.5% | -12.0% |
| 3M | -25.0% | +16.2% | -41.2% | -27.4% |
| 6M | +23.6% | +32.0% | -8.4% | +15.4% |
| YTD | +49.2% | +24.7% | +24.5% | +40.7% |
| 1Y | +89.3% | -2.6% | +92.0% | +90.3% |
| All | +89.3% | -0.4% | +89.7% | +90.3% |
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