+91.0%
KLAC vs BN
-13.5%
+104.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.3% |
| 7D | +2.5% | -5.9% | +8.3% | +6.4% |
| 30D | -11.5% | -15.1% | +3.5% | -1.8% |
| 3M | -16.9% | -14.6% | -2.4% | -8.2% |
| 6M | +22.2% | -8.4% | +30.7% | +27.7% |
| YTD | +46.4% | -16.8% | +63.2% | +63.6% |
| 1Y | +91.0% | -14.4% | +105.4% | +108.3% |
| All | +91.0% | -13.5% | +104.5% | +108.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling