+279.1%
KLAC vs BBWI
-47.8%
+326.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.3% | +3.1% | -1.9% |
| 7D | +6.2% | -4.4% | +10.6% | +7.2% |
| 30D | -5.0% | -7.4% | +2.4% | -3.9% |
| 3M | -14.4% | -2.2% | -12.2% | -14.8% |
| 6M | +28.3% | -16.3% | +44.6% | +31.1% |
| YTD | +51.1% | -9.1% | +60.2% | +50.4% |
| 1Y | +100.4% | -34.5% | +134.9% | +114.6% |
| All | +279.1% | -47.8% | +326.9% | +309.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling