+113.7%
KLAC vs BITO
-30.5%
+144.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.5% | +9.8% | +8.1% |
| 7D | +5.7% | +2.9% | +2.8% | +4.6% |
| 30D | -3.6% | +22.6% | -26.2% | -10.6% |
| 3M | -12.8% | +24.7% | -37.5% | -19.5% |
| 6M | +26.1% | +7.5% | +18.6% | +22.2% |
| YTD | +53.3% | -10.8% | +64.1% | +57.1% |
| 1Y | +113.7% | -29.9% | +143.6% | +151.7% |
| All | +113.7% | -30.5% | +144.2% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 1y: compounded portfolio wealth divided by compounded BITO 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…
1y analysis · Full analysis span regression · 6 months rolling