+31.8%
KLAC vs BROS
-37.3%
+69.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.5% | -9.7% | -5.1% |
| 7D | +10.0% | +6.3% | +3.7% | +7.9% |
| 30D | -14.8% | -8.3% | -6.5% | -12.2% |
| 3M | -27.2% | -29.8% | +2.6% | -19.9% |
| 6M | -17.5% | -25.8% | +8.4% | -13.8% |
| YTD | +25.8% | -41.4% | +67.2% | +35.5% |
| 1Y | +31.8% | -35.2% | +67.0% | +43.1% |
| All | +31.8% | -37.3% | +69.1% | +43.1% |
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