+160,143.0%
KLAC vs BHP
+8,048.4%
+152,094.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.1% |
| 7D | +10.6% | +1.3% | +9.3% | +10.0% |
| 30D | -4.5% | +4.0% | -8.5% | -6.4% |
| 3M | -10.3% | +12.3% | -22.6% | -14.7% |
| 6M | +40.9% | +30.8% | +10.1% | +25.5% |
| YTD | +56.1% | +58.8% | -2.7% | +28.1% |
| 1Y | +109.0% | +76.8% | +32.2% | +63.6% |
| 3Y | +288.8% | +87.5% | +201.4% | +194.5% |
| 5Y | +489.1% | +123.9% | +365.3% | +302.9% |
| 10Y | +3,041.8% | +504.4% | +2,537.4% | +1,303.2% |
| All | +160,143.0% | +8,048.4% | +152,094.5% | +22,753.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling