+89.3%
KLAC vs BROS
-32.8%
+122.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.7% |
| 7D | -2.7% | -5.8% | +3.1% | -1.1% |
| 30D | -13.2% | -14.0% | +0.8% | -9.8% |
| 3M | -25.0% | -32.5% | +7.5% | -18.1% |
| 6M | +23.6% | -14.9% | +38.5% | +24.7% |
| YTD | +49.2% | -28.3% | +77.5% | +55.4% |
| 1Y | +89.3% | -34.0% | +123.3% | +87.1% |
| All | +89.3% | -32.8% | +122.1% | +87.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling