+422.7%
KLAC vs BROS
+38.3%
+384.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.8% |
| 7D | +6.2% | -6.6% | +12.8% | +7.7% |
| 30D | -5.0% | -12.3% | +7.3% | -2.5% |
| 3M | -14.4% | -22.2% | +7.8% | -10.7% |
| 6M | +28.3% | -14.3% | +42.6% | +30.7% |
| YTD | +51.1% | -26.6% | +77.7% | +58.5% |
| 1Y | +100.4% | -31.5% | +131.9% | +112.0% |
| 3Y | +276.3% | +62.3% | +214.1% | +223.4% |
| All | +422.7% | +38.3% | +384.4% | +370.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling