+89.3%
KLAC vs BR
-31.7%
+121.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +1.8% |
| 7D | -2.7% | -3.0% | +0.3% | -4.5% |
| 30D | -13.2% | -0.3% | -12.9% | -13.0% |
| 3M | -25.0% | +17.3% | -42.3% | -14.6% |
| 6M | +23.6% | -6.7% | +30.3% | +29.0% |
| YTD | +49.2% | -23.4% | +72.7% | +46.8% |
| 1Y | +89.3% | -32.7% | +122.0% | +60.7% |
| All | +89.3% | -31.7% | +121.0% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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