+5,193.3%
KLAC vs BIL
+30.8%
+5,162.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -2.1% | +0.1% | -2.1% | -1.8% |
| 30D | -21.8% | 0.0% | -21.8% | -21.8% |
| 3M | -20.5% | +0.6% | -21.1% | -19.0% |
| 6M | -18.0% | +1.5% | -19.5% | -13.9% |
| YTD | +26.4% | +2.8% | +23.6% | +37.8% |
| 1Y | +26.3% | +3.3% | +23.0% | +40.0% |
| 3Y | +193.3% | +13.4% | +179.9% | +326.7% |
| 5Y | +297.2% | +19.8% | +277.4% | +585.9% |
| 10Y | +2,288.0% | +25.7% | +2,262.3% | +4,852.6% |
| All | +5,193.3% | +30.8% | +5,162.5% | +10,247.8% |
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