+113.7%
KLAC vs BNY
+59.6%
+54.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.1% |
| 7D | +5.7% | +1.4% | +4.3% | +4.7% |
| 30D | -3.6% | +3.8% | -7.5% | -6.2% |
| 3M | -12.8% | +14.9% | -27.7% | -21.1% |
| 6M | +26.1% | +40.3% | -14.3% | -3.0% |
| YTD | +53.3% | +43.8% | +9.6% | +14.0% |
| 1Y | +113.7% | +58.9% | +54.8% | +49.8% |
| All | +113.7% | +59.6% | +54.1% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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