+160,142.9%
KLAC vs BAX
+862.9%
+159,280.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.8% | +5.6% | +2.9% |
| 7D | +10.6% | -2.4% | +13.0% | +11.3% |
| 30D | -4.5% | -9.7% | +5.2% | -1.9% |
| 3M | -10.3% | +29.3% | -39.5% | -17.6% |
| 6M | +40.9% | +40.7% | +0.2% | +25.8% |
| YTD | +56.1% | +30.3% | +25.8% | +41.4% |
| 1Y | +109.0% | +3.4% | +105.6% | +101.0% |
| 3Y | +288.8% | -32.0% | +320.9% | +310.9% |
| 5Y | +489.1% | -66.9% | +556.0% | +654.3% |
| 10Y | +3,041.8% | -37.1% | +3,078.8% | +3,318.8% |
| All | +160,142.9% | +862.9% | +159,280.1% | +71,377.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling