+13,100.8%
KLAC vs BB
+266.8%
+12,834.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.3% |
| 7D | +10.6% | +0.5% | +10.1% | +10.4% |
| 30D | -4.5% | -12.4% | +7.9% | -1.6% |
| 3M | -10.3% | -15.3% | +5.0% | -7.0% |
| 6M | +40.9% | +128.8% | -87.9% | +14.0% |
| YTD | +56.1% | +107.7% | -51.5% | +29.3% |
| 1Y | +109.0% | +103.9% | +5.1% | +73.0% |
| 3Y | +288.8% | +72.6% | +216.2% | +213.6% |
| 5Y | +489.1% | -24.3% | +513.4% | +455.9% |
| 10Y | +3,041.8% | +3.1% | +3,038.6% | +2,082.4% |
| All | +13,100.8% | +266.8% | +12,834.0% | +3,667.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling