+288.8%
KLAC vs BP
+36.5%
+252.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.4% |
| 7D | +10.6% | +0.9% | +9.7% | +10.4% |
| 30D | -4.5% | +9.1% | -13.6% | -6.0% |
| 3M | -10.3% | +3.9% | -14.2% | -10.7% |
| 6M | +40.9% | +13.6% | +27.3% | +34.6% |
| YTD | +56.1% | +34.0% | +22.1% | +40.3% |
| 1Y | +109.0% | +39.2% | +69.9% | +84.5% |
| 3Y | +288.8% | +36.4% | +252.4% | +231.5% |
| All | +288.8% | +36.5% | +252.4% | +231.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling