+2,896.3%
KLAC vs BHP
+496.8%
+2,399.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -2.7% | -3.6% | +0.9% | -0.5% |
| 30D | -13.2% | -1.2% | -12.0% | -12.9% |
| 3M | -25.0% | +1.2% | -26.2% | -25.8% |
| 6M | +23.6% | +21.4% | +2.2% | +10.1% |
| YTD | +49.2% | +50.4% | -1.2% | +17.6% |
| 1Y | +89.3% | +67.5% | +21.8% | +40.1% |
| 3Y | +274.4% | +72.8% | +201.5% | +166.8% |
| 5Y | +440.9% | +112.6% | +328.3% | +225.4% |
| All | +2,896.3% | +496.8% | +2,399.5% | +993.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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