+157,277.0%
KLAC vs BBWI
+1,034.6%
+156,242.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.8% | +4.5% | +6.5% |
| 7D | +5.7% | +1.5% | +4.2% | +5.3% |
| 30D | -3.6% | -5.2% | +1.6% | -2.7% |
| 3M | -12.8% | +11.1% | -23.9% | -16.7% |
| 6M | +26.1% | -13.4% | +39.4% | +28.0% |
| YTD | +53.3% | +0.1% | +53.2% | +47.4% |
| 1Y | +113.7% | -36.1% | +149.8% | +131.6% |
| 3Y | +274.9% | -44.1% | +319.0% | +301.1% |
| 5Y | +470.1% | -66.2% | +536.4% | +585.2% |
| 10Y | +2,997.0% | -54.8% | +3,051.8% | +2,614.2% |
| All | +157,277.0% | +1,034.6% | +156,242.3% | +31,796.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling