+489.1%
KLAC vs BIL
+19.4%
+469.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.9% |
| 7D | +10.6% | +0.1% | +10.5% | +10.9% |
| 30D | -4.5% | +0.3% | -4.8% | -3.4% |
| 3M | -10.3% | +0.9% | -11.2% | -7.5% |
| 6M | +40.9% | +1.8% | +39.1% | +46.4% |
| YTD | +56.1% | +2.5% | +53.6% | +62.6% |
| 1Y | +109.0% | +3.7% | +105.3% | +118.9% |
| 3Y | +288.8% | +14.1% | +274.8% | +92.4% |
| 5Y | +489.1% | +19.4% | +469.7% | +27.9% |
| All | +489.1% | +19.4% | +469.7% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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