+2,838.9%
KLAC vs BLDR
+372.1%
+2,466.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.8% | -1.7% |
| 7D | +2.5% | -8.1% | +10.6% | +5.6% |
| 30D | -11.5% | -21.5% | +10.0% | -3.9% |
| 3M | -16.9% | -21.0% | +4.0% | -10.3% |
| 6M | +22.2% | -37.1% | +59.3% | +42.5% |
| YTD | +46.4% | -42.7% | +89.0% | +75.0% |
| 1Y | +91.0% | -58.0% | +149.0% | +152.6% |
| 3Y | +264.6% | -57.8% | +322.4% | +356.1% |
| 5Y | +430.6% | +10.3% | +420.3% | +354.8% |
| All | +2,838.9% | +372.1% | +2,466.8% | +1,426.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling