+430.6%
KLAC vs BHP
+112.0%
+318.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.3% | +2.2% | -0.1% |
| 7D | +2.5% | -3.7% | +6.2% | +4.6% |
| 30D | -11.5% | -0.8% | -10.7% | -11.4% |
| 3M | -16.9% | +7.6% | -24.5% | -20.5% |
| 6M | +22.2% | +20.8% | +1.4% | +10.1% |
| YTD | +46.4% | +50.8% | -4.4% | +17.9% |
| 1Y | +91.0% | +70.9% | +20.1% | +44.3% |
| 3Y | +264.6% | +78.0% | +186.6% | +164.3% |
| 5Y | +430.6% | +113.1% | +317.5% | +272.8% |
| All | +430.6% | +112.0% | +318.6% | +272.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling