+2,247.0%
KLAC vs BN
+290.8%
+1,956.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.0% |
| 7D | +10.0% | -1.0% | +11.0% | +10.9% |
| 30D | -14.8% | +14.0% | -28.8% | -22.7% |
| 3M | -27.2% | -9.0% | -18.2% | -22.6% |
| 6M | -17.5% | -8.8% | -8.6% | -12.8% |
| YTD | +25.8% | -10.3% | +36.1% | +33.7% |
| 1Y | +31.8% | -5.8% | +37.6% | +35.4% |
| 3Y | +195.3% | +94.8% | +100.5% | +78.6% |
| 5Y | +285.9% | +31.5% | +254.5% | +202.1% |
| All | +2,247.0% | +290.8% | +1,956.1% | +738.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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