+26.2%
KLAC vs BP
+35.3%
-9.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | +0.1% | -5.1% |
| 7D | -5.7% | -8.4% | +2.7% | -7.6% |
| 30D | -27.6% | +2.2% | -29.8% | -26.9% |
| 3M | -23.3% | +8.8% | -32.1% | -21.2% |
| 6M | -12.4% | -0.5% | -11.8% | -10.2% |
| YTD | +23.7% | +36.2% | -12.5% | +24.3% |
| 1Y | +26.2% | +36.6% | -10.4% | +27.5% |
| All | +26.2% | +35.3% | -9.1% | +27.5% |
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