+113.7%
KLAC vs BP
+34.1%
+79.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.8% | +7.4% |
| 7D | +5.7% | +3.9% | +1.8% | +6.5% |
| 30D | -3.6% | +7.6% | -11.2% | -2.3% |
| 3M | -12.8% | +0.7% | -13.5% | -11.3% |
| 6M | +26.1% | +15.5% | +10.6% | +24.1% |
| YTD | +53.3% | +30.8% | +22.5% | +48.2% |
| 1Y | +113.7% | +34.3% | +79.4% | +105.2% |
| All | +113.7% | +34.1% | +79.6% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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