+22.2%
KLAC vs BITO
+7.1%
+15.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.8% |
| 7D | +2.5% | -5.8% | +8.3% | +3.9% |
| 30D | -11.5% | +21.1% | -32.6% | -17.3% |
| 3M | -16.9% | +23.5% | -40.4% | -22.2% |
| 6M | +22.2% | +8.3% | +14.0% | +17.9% |
| All | +22.2% | +7.1% | +15.2% | +17.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling