+28.3%
KLAC vs BR
-11.7%
+40.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.4% |
| 7D | +6.2% | -5.0% | +11.2% | +2.5% |
| 30D | -5.0% | -2.5% | -2.5% | -6.2% |
| 3M | -14.4% | +13.5% | -27.9% | -0.4% |
| 6M | +28.3% | -9.4% | +37.7% | +45.3% |
| All | +28.3% | -11.7% | +40.0% | +45.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling