+6.3%
KLAC vs BRO
-4.7%
+11.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | +0.7% | -14.0% | -12.8% |
| 7D | -22.5% | +9.9% | -32.4% | -16.4% |
| 30D | -34.3% | +22.3% | -56.6% | -22.9% |
| 3M | -32.6% | +5.3% | -37.9% | -28.6% |
| 6M | -24.9% | +30.3% | -55.3% | -8.2% |
| YTD | +7.2% | -5.7% | +13.0% | +18.4% |
| 1Y | +6.3% | -3.5% | +9.8% | +20.4% |
| All | +6.3% | -4.7% | +11.0% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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