+5,342.4%
KLAC vs BIL
+31.3%
+5,311.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +21.2% | +0.1% | +21.1% | +21.5% |
| 30D | -14.5% | +0.3% | -14.8% | -13.6% |
| 3M | -24.4% | +0.9% | -25.3% | -22.1% |
| 6M | -12.9% | +1.8% | -14.8% | -7.7% |
| YTD | +29.9% | +3.1% | +26.8% | +43.3% |
| 1Y | +31.9% | +3.7% | +28.2% | +47.9% |
| 3Y | +201.5% | +13.8% | +187.7% | +343.5% |
| 5Y | +298.6% | +20.2% | +278.3% | +595.5% |
| 10Y | +2,324.4% | +26.1% | +2,298.2% | +4,991.1% |
| All | +5,342.4% | +31.3% | +5,311.2% | +10,653.9% |
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 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