+489.1%
KLAC vs BP
+131.3%
+357.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.2% |
| 7D | +10.6% | +0.9% | +9.7% | +10.3% |
| 30D | -4.5% | +9.1% | -13.6% | -6.9% |
| 3M | -10.3% | +3.9% | -14.2% | -11.5% |
| 6M | +40.9% | +13.6% | +27.3% | +33.2% |
| YTD | +56.1% | +34.0% | +22.1% | +38.6% |
| 1Y | +109.0% | +39.2% | +69.9% | +82.2% |
| 3Y | +288.8% | +36.4% | +252.4% | +235.0% |
| 5Y | +489.1% | +135.8% | +353.4% | +299.1% |
| All | +489.1% | +131.3% | +357.9% | +299.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling