+274.4%
KLAC vs BLK
+66.0%
+208.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.3% | +0.8% |
| 7D | -2.7% | -3.3% | +0.6% | -0.3% |
| 30D | -13.2% | -6.5% | -6.6% | -9.0% |
| 3M | -25.0% | +6.7% | -31.8% | -29.4% |
| 6M | +23.6% | +14.7% | +8.9% | +9.5% |
| YTD | +49.2% | +2.5% | +46.7% | +45.0% |
| 1Y | +89.3% | -2.8% | +92.1% | +91.1% |
| 3Y | +274.4% | +65.9% | +208.5% | +144.1% |
| All | +274.4% | +66.0% | +208.4% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 3y: compounded portfolio wealth divided by compounded BLK 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…
3y analysis · Full analysis span regression · 6 months rolling