+274.4%
KLAC vs BG
+18.0%
+256.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.2% |
| 7D | -2.7% | +3.1% | -5.8% | -3.1% |
| 30D | -13.2% | +10.2% | -23.4% | -14.6% |
| 3M | -25.0% | -1.7% | -23.3% | -24.7% |
| 6M | +23.6% | +1.0% | +22.6% | +23.1% |
| YTD | +49.2% | +39.9% | +9.3% | +39.8% |
| 1Y | +89.3% | +53.2% | +36.1% | +73.8% |
| 3Y | +274.4% | +16.3% | +258.1% | +248.3% |
| All | +274.4% | +18.0% | +256.4% | +248.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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