+2,986.0%
KLAC vs BP
+132.0%
+2,854.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.0% | -3.9% |
| 7D | +6.2% | +4.0% | +2.2% | +4.7% |
| 30D | -5.0% | +7.8% | -12.8% | -7.7% |
| 3M | -14.4% | +8.4% | -22.8% | -17.6% |
| 6M | +28.3% | +15.1% | +13.2% | +19.2% |
| YTD | +51.1% | +36.4% | +14.7% | +30.5% |
| 1Y | +100.4% | +40.9% | +59.5% | +70.1% |
| 3Y | +276.3% | +38.8% | +237.5% | +215.7% |
| 5Y | +452.1% | +141.1% | +311.0% | +256.7% |
| 10Y | +2,986.0% | +133.9% | +2,852.1% | +1,921.7% |
| All | +2,986.0% | +132.0% | +2,854.0% | +1,921.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling