+452.1%
KLAC vs BB
-25.5%
+477.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.7% |
| 7D | +6.2% | +1.8% | +4.3% | +5.6% |
| 30D | -5.0% | -12.2% | +7.2% | -1.3% |
| 3M | -14.4% | -12.3% | -2.1% | -11.2% |
| 6M | +28.3% | +122.7% | -94.4% | -0.5% |
| YTD | +51.1% | +104.5% | -53.4% | +20.3% |
| 1Y | +100.4% | +106.7% | -6.3% | +58.0% |
| 3Y | +276.3% | +70.0% | +206.4% | +190.9% |
| 5Y | +452.1% | -27.8% | +479.8% | +432.3% |
| All | +452.1% | -25.5% | +477.5% | +432.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling