+433.3%
KLAC vs BR
+8.0%
+425.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.0% |
| 7D | -2.7% | -3.0% | +0.3% | -1.7% |
| 30D | -13.2% | -0.3% | -12.9% | -13.4% |
| 3M | -25.0% | +17.3% | -42.3% | -30.5% |
| 6M | +23.6% | -6.7% | +30.3% | +27.3% |
| YTD | +49.2% | -23.4% | +72.7% | +71.0% |
| 1Y | +89.3% | -32.7% | +122.0% | +135.1% |
| 3Y | +274.4% | -5.9% | +280.3% | +258.3% |
| All | +433.3% | +8.0% | +425.3% | +315.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling