+12,864.7%
KLAC vs BB
+258.8%
+12,605.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | +5.7% | -5.6% | +11.4% | +7.2% |
| 30D | -3.6% | -11.8% | +8.2% | -0.9% |
| 3M | -12.8% | -25.5% | +12.7% | -6.8% |
| 6M | +26.1% | +121.3% | -95.2% | +2.8% |
| YTD | +53.3% | +103.2% | -49.9% | +27.6% |
| 1Y | +113.7% | +102.6% | +11.0% | +77.1% |
| 3Y | +274.9% | +37.5% | +237.4% | +218.2% |
| 5Y | +470.1% | -30.4% | +500.6% | +448.5% |
| 10Y | +2,997.0% | 0.0% | +2,997.0% | +2,067.3% |
| All | +12,864.7% | +258.8% | +12,605.9% | +3,618.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling