+2,838.9%
KLAC vs BN
+263.5%
+2,575.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.3% |
| 7D | +2.5% | -5.9% | +8.3% | +6.8% |
| 30D | -11.5% | -15.1% | +3.5% | -1.0% |
| 3M | -16.9% | -14.6% | -2.4% | -7.6% |
| 6M | +22.2% | -8.4% | +30.7% | +28.8% |
| YTD | +46.4% | -16.8% | +63.2% | +64.8% |
| 1Y | +91.0% | -14.4% | +105.4% | +110.2% |
| 3Y | +264.6% | +70.1% | +194.5% | +142.5% |
| 5Y | +430.6% | +33.5% | +397.1% | +313.3% |
| All | +2,838.9% | +263.5% | +2,575.4% | +1,112.1% |
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