+6,965.5%
KLAC vs BNS
+1,463.9%
+5,501.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.7% |
| 7D | +6.2% | -1.3% | +7.5% | +7.0% |
| 30D | -5.0% | +4.0% | -9.0% | -7.6% |
| 3M | -14.4% | +13.8% | -28.2% | -21.1% |
| 6M | +28.3% | +32.7% | -4.4% | +7.5% |
| YTD | +51.1% | +27.6% | +23.5% | +30.1% |
| 1Y | +100.4% | +47.4% | +53.0% | +57.6% |
| 3Y | +276.3% | +129.0% | +147.4% | +121.4% |
| 5Y | +452.1% | +92.7% | +359.4% | +264.7% |
| 10Y | +2,986.0% | +182.1% | +2,803.9% | +1,494.8% |
| All | +6,965.5% | +1,463.9% | +5,501.6% | +823.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 all: compounded portfolio wealth divided by compounded BNS 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…
all analysis · Full analysis span regression · 6 months rolling