+274.4%
KLAC vs BOXX
+14.7%
+259.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +2.1% |
| 7D | -2.7% | +0.1% | -2.7% | -2.5% |
| 30D | -13.2% | +0.3% | -13.5% | -12.2% |
| 3M | -25.0% | +1.0% | -26.1% | -22.7% |
| 6M | +23.6% | +1.9% | +21.7% | +25.9% |
| YTD | +49.2% | +2.7% | +46.5% | +49.3% |
| 1Y | +89.3% | +4.0% | +85.3% | +83.3% |
| 3Y | +274.4% | +14.7% | +259.7% | +198.9% |
| All | +274.4% | +14.7% | +259.7% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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