+452.1%
KLAC vs BBWI
-68.8%
+520.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.3% | +3.1% | -1.5% |
| 7D | +6.2% | -4.4% | +10.6% | +7.5% |
| 30D | -5.0% | -7.4% | +2.4% | -3.6% |
| 3M | -14.4% | -2.2% | -12.2% | -15.0% |
| 6M | +28.3% | -16.3% | +44.6% | +31.5% |
| YTD | +51.1% | -9.1% | +60.2% | +49.7% |
| 1Y | +100.4% | -34.5% | +134.9% | +116.7% |
| 3Y | +276.3% | -47.0% | +323.3% | +307.5% |
| 5Y | +452.1% | -68.8% | +520.9% | +644.1% |
| All | +452.1% | -68.8% | +520.9% | +644.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling