+309.5%
KLAC vs BP
+108.0%
+201.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.7% | +4.9% |
| 7D | +7.5% | -0.8% | +8.3% | +7.8% |
| 30D | -15.3% | -3.1% | -12.2% | -14.7% |
| 3M | -19.6% | +6.2% | -25.7% | -21.3% |
| 6M | -12.5% | +4.8% | -17.3% | -14.4% |
| YTD | +33.0% | +35.2% | -2.2% | +17.0% |
| 1Y | +35.9% | +27.4% | +8.5% | +22.0% |
| 3Y | +208.6% | +49.8% | +158.9% | +155.9% |
| 5Y | +309.5% | +109.4% | +200.1% | +188.3% |
| All | +309.5% | +108.0% | +201.5% | +188.3% |
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