+286.1%
KLAC vs BAX
-64.2%
+350.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.4% | -3.2% |
| 7D | +10.0% | +0.1% | +9.9% | +10.0% |
| 30D | -14.8% | +4.1% | -18.9% | -15.7% |
| 3M | -27.2% | -4.5% | -22.6% | -26.6% |
| 6M | -17.5% | +49.2% | -66.7% | -26.1% |
| YTD | +25.8% | +35.2% | -9.4% | +14.3% |
| 1Y | +31.8% | +38.3% | -6.5% | +18.9% |
| 3Y | +195.3% | -19.0% | +214.3% | +197.2% |
| All | +286.1% | -64.2% | +350.4% | +415.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling