+195.3%
KLAC vs BB
+147.9%
+47.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.5% |
| 7D | +10.0% | +1.8% | +8.2% | +9.6% |
| 30D | -14.8% | +8.1% | -23.0% | -16.7% |
| 3M | -27.2% | -1.0% | -26.2% | -27.5% |
| 6M | -17.5% | +45.9% | -63.4% | -25.2% |
| YTD | +25.8% | +134.8% | -109.0% | +0.7% |
| 1Y | +31.8% | +104.6% | -72.8% | +8.5% |
| 3Y | +195.3% | +152.8% | +42.5% | +113.0% |
| All | +195.3% | +147.9% | +47.4% | +113.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling