+6,277.8%
KLAC vs BR
+1,281.7%
+4,996.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.0% |
| 7D | +6.2% | -5.0% | +11.2% | +8.9% |
| 30D | -5.0% | -2.5% | -2.5% | -4.3% |
| 3M | -14.4% | +13.5% | -27.9% | -22.3% |
| 6M | +28.3% | -9.4% | +37.7% | +30.8% |
| YTD | +51.1% | -23.3% | +74.4% | +67.4% |
| 1Y | +100.4% | -31.6% | +132.0% | +136.6% |
| 3Y | +276.3% | -5.1% | +281.4% | +259.4% |
| 5Y | +452.1% | +8.2% | +443.9% | +382.2% |
| 10Y | +2,986.0% | +189.8% | +2,796.1% | +1,470.8% |
| All | +6,277.8% | +1,281.7% | +4,996.1% | +1,335.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling