+157,277.0%
KLAC vs BP
+1,327.5%
+155,949.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.8% | +7.1% |
| 7D | +5.7% | +3.9% | +1.8% | +4.1% |
| 30D | -3.6% | +7.6% | -11.2% | -6.5% |
| 3M | -12.8% | +0.7% | -13.5% | -13.8% |
| 6M | +26.1% | +15.5% | +10.6% | +16.6% |
| YTD | +53.3% | +30.8% | +22.5% | +34.7% |
| 1Y | +113.7% | +34.3% | +79.4% | +85.1% |
| 3Y | +274.9% | +35.1% | +239.8% | +218.8% |
| 5Y | +470.1% | +126.8% | +343.3% | +284.5% |
| 10Y | +2,997.0% | +123.4% | +2,873.7% | +1,872.1% |
| All | +157,277.0% | +1,327.5% | +155,949.4% | +52,508.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling