+433.3%
KLAC vs BKR
+172.8%
+260.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.5% | +2.2% |
| 7D | -2.7% | -7.0% | +4.3% | +0.1% |
| 30D | -13.2% | -8.1% | -5.0% | -10.4% |
| 3M | -25.0% | -6.6% | -18.4% | -23.3% |
| 6M | +23.6% | +0.9% | +22.7% | +23.1% |
| YTD | +49.2% | +31.1% | +18.1% | +35.1% |
| 1Y | +89.3% | +27.7% | +61.6% | +72.5% |
| 3Y | +274.4% | +71.2% | +203.1% | +207.7% |
| All | +433.3% | +172.8% | +260.5% | +258.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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