+100.4%
KLAC vs BP
+39.3%
+61.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.0% | -2.9% |
| 7D | +6.2% | +4.0% | +2.2% | +6.9% |
| 30D | -5.0% | +7.8% | -12.8% | -3.7% |
| 3M | -14.4% | +8.4% | -22.8% | -12.1% |
| 6M | +28.3% | +15.1% | +13.2% | +28.0% |
| YTD | +51.1% | +36.4% | +14.7% | +46.4% |
| 1Y | +100.4% | +40.9% | +59.5% | +92.2% |
| All | +100.4% | +39.3% | +61.1% | +92.2% |
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