+22.2%
KLAC vs BKR
-0.2%
+22.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.7% | +3.5% | +0.7% |
| 7D | +2.5% | -6.7% | +9.1% | +6.5% |
| 30D | -11.5% | -8.3% | -3.2% | -7.1% |
| 3M | -16.9% | -5.4% | -11.5% | -14.0% |
| 6M | +22.2% | +0.8% | +21.4% | +21.8% |
| All | +22.2% | -0.2% | +22.5% | +21.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling