+335.3%
KLAC vs BROS
+10.5%
+324.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.5% | -9.7% | -4.6% |
| 7D | +10.0% | +6.3% | +3.7% | +8.5% |
| 30D | -14.8% | -8.3% | -6.5% | -13.3% |
| 3M | -27.2% | -29.8% | +2.6% | -21.9% |
| 6M | -17.5% | -25.8% | +8.4% | -13.3% |
| YTD | +25.8% | -41.4% | +67.2% | +38.0% |
| 1Y | +31.8% | -35.2% | +67.0% | +41.4% |
| 3Y | +195.3% | +32.8% | +162.5% | +164.5% |
| 5Y | +285.9% | -42.2% | +328.1% | +268.9% |
| All | +335.3% | +10.5% | +324.9% | +309.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling