+472.9%
KLAC vs BITO
-8.3%
+481.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -2.7% | -3.4% | +0.8% | -1.9% |
| 30D | -13.2% | +21.4% | -34.6% | -17.4% |
| 3M | -25.0% | +20.5% | -45.5% | -28.6% |
| 6M | +23.6% | +7.4% | +16.2% | +20.8% |
| YTD | +49.2% | -13.9% | +63.1% | +52.6% |
| 1Y | +89.3% | -35.1% | +124.4% | +105.9% |
| 3Y | +274.4% | +156.8% | +117.5% | +174.3% |
| All | +472.9% | -8.3% | +481.2% | +417.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling