+452.1%
KLAC vs BN
+33.2%
+418.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -1.9% |
| 7D | +6.2% | -3.0% | +9.2% | +8.4% |
| 30D | -5.0% | -13.0% | +8.0% | +4.7% |
| 3M | -14.4% | -15.2% | +0.8% | -4.2% |
| 6M | +28.3% | -5.9% | +34.2% | +32.6% |
| YTD | +51.1% | -15.8% | +66.9% | +68.8% |
| 1Y | +100.4% | -12.2% | +112.6% | +116.8% |
| 3Y | +276.3% | +72.2% | +204.1% | +145.3% |
| 5Y | +452.1% | +33.2% | +418.9% | +333.6% |
| All | +452.1% | +33.2% | +418.9% | +333.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling