+165.3%
KLAC vs BIYA
-99.8%
+265.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.7% | +9.1% | +7.3% |
| 7D | +5.7% | +1.3% | +4.4% | +5.7% |
| 30D | -3.6% | -21.0% | +17.4% | -3.7% |
| 3M | -12.8% | -74.3% | +61.5% | -13.4% |
| 6M | +26.1% | -84.6% | +110.7% | +26.3% |
| YTD | +53.3% | -94.2% | +147.5% | +55.1% |
| 1Y | +113.7% | -98.2% | +211.9% | +119.9% |
| All | +165.3% | -99.8% | +265.1% | +171.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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