+195.3%
KLAC vs BN
+96.7%
+98.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.1% |
| 7D | +10.0% | -1.0% | +11.0% | +10.9% |
| 30D | -14.8% | +14.0% | -28.8% | -22.6% |
| 3M | -27.2% | -9.0% | -18.2% | -22.5% |
| 6M | -17.5% | -8.8% | -8.6% | -12.6% |
| YTD | +25.8% | -10.3% | +36.1% | +34.0% |
| 1Y | +31.8% | -5.8% | +37.6% | +35.5% |
| 3Y | +195.3% | +94.8% | +100.5% | +90.9% |
| All | +195.3% | +96.7% | +98.6% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling