+113.7%
KLAC vs BBWI
-34.3%
+148.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.8% | +4.5% | +7.0% |
| 7D | +5.7% | +1.5% | +4.2% | +5.6% |
| 30D | -3.6% | -5.2% | +1.6% | -3.0% |
| 3M | -12.8% | +11.1% | -23.9% | -14.0% |
| 6M | +26.1% | -13.4% | +39.4% | +28.1% |
| YTD | +53.3% | +0.1% | +53.2% | +52.7% |
| 1Y | +113.7% | -36.1% | +149.8% | +123.3% |
| All | +113.7% | -34.3% | +148.0% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling