+2,247.0%
KLAC vs BBWI
-47.4%
+2,294.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.6% | -3.5% |
| 7D | +10.0% | +0.1% | +9.8% | +10.0% |
| 30D | -14.8% | +12.9% | -27.7% | -17.2% |
| 3M | -27.2% | +16.0% | -43.2% | -30.2% |
| 6M | -17.5% | +16.6% | -34.1% | -21.6% |
| YTD | +25.8% | +9.7% | +16.1% | +19.4% |
| 1Y | +31.8% | +1.5% | +30.3% | +26.1% |
| 3Y | +195.3% | -21.4% | +216.6% | +188.7% |
| 5Y | +285.9% | -67.6% | +353.5% | +339.6% |
| All | +2,247.0% | -47.4% | +2,294.4% | +1,860.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling