+2,896.3%
KLAC vs BDX
+59.3%
+2,837.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.1% | +1.6% |
| 7D | -2.7% | -3.2% | +0.5% | -1.4% |
| 30D | -13.2% | -2.5% | -10.6% | -12.5% |
| 3M | -25.0% | +21.4% | -46.4% | -32.1% |
| 6M | +23.6% | +10.4% | +13.2% | +16.4% |
| YTD | +49.2% | +18.8% | +30.4% | +35.2% |
| 1Y | +89.3% | +21.7% | +67.6% | +69.0% |
| 3Y | +274.4% | -10.0% | +284.3% | +277.8% |
| 5Y | +440.9% | -1.8% | +442.8% | +408.2% |
| All | +2,896.3% | +59.3% | +2,837.0% | +2,120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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