+5,586.0%
KLAC vs BG
+1,192.5%
+4,393.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.4% |
| 7D | +2.5% | +3.7% | -1.3% | +1.3% |
| 30D | -11.5% | +12.3% | -23.9% | -14.7% |
| 3M | -16.9% | -2.2% | -14.7% | -16.8% |
| 6M | +22.2% | +5.3% | +16.9% | +19.1% |
| YTD | +46.4% | +42.4% | +4.0% | +30.3% |
| 1Y | +91.0% | +55.2% | +35.8% | +64.9% |
| 3Y | +264.6% | +21.0% | +243.6% | +232.2% |
| 5Y | +430.6% | +87.1% | +343.4% | +315.6% |
| 10Y | +2,889.3% | +169.8% | +2,719.5% | +1,891.7% |
| All | +5,586.0% | +1,192.5% | +4,393.5% | +3,071.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling