+6,321.6%
KLAC vs BIL
+30.4%
+6,291.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.4% |
| 7D | +5.7% | +0.1% | +5.6% | +6.0% |
| 30D | -3.6% | +0.3% | -4.0% | -2.6% |
| 3M | -12.8% | +0.9% | -13.8% | -10.1% |
| 6M | +26.1% | +1.8% | +24.2% | +33.5% |
| YTD | +53.3% | +2.4% | +50.9% | +65.4% |
| 1Y | +113.7% | +3.7% | +109.9% | +139.8% |
| 3Y | +274.9% | +14.2% | +260.7% | +455.8% |
| 5Y | +470.1% | +19.4% | +450.7% | +873.0% |
| 10Y | +2,997.0% | +25.2% | +2,971.8% | +6,247.1% |
| All | +6,321.6% | +30.4% | +6,291.2% | +12,314.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling