+433.3%
KLAC vs BLK
+32.0%
+401.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.3% | +0.7% |
| 7D | -2.7% | -3.3% | +0.6% | 0.0% |
| 30D | -13.2% | -6.5% | -6.6% | -8.6% |
| 3M | -25.0% | +6.7% | -31.8% | -29.9% |
| 6M | +23.6% | +14.7% | +8.9% | +8.5% |
| YTD | +49.2% | +2.5% | +46.7% | +44.1% |
| 1Y | +89.3% | -2.8% | +92.1% | +90.4% |
| 3Y | +274.4% | +65.9% | +208.5% | +132.9% |
| All | +433.3% | +32.0% | +401.3% | +294.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling