+502.9%
KLAC vs BTDR
+19.6%
+483.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.8% | +1.6% |
| 7D | -2.7% | -3.4% | +0.7% | -2.3% |
| 30D | -13.2% | +32.6% | -45.8% | -15.7% |
| 3M | -25.0% | -32.2% | +7.2% | -23.1% |
| 6M | +23.6% | +52.4% | -28.8% | +18.0% |
| YTD | +49.2% | +6.7% | +42.5% | +45.8% |
| 1Y | +89.3% | -15.2% | +104.6% | +86.4% |
| 3Y | +274.4% | +14.9% | +259.5% | +245.3% |
| 5Y | +440.9% | +20.8% | +420.2% | +390.9% |
| All | +502.9% | +19.6% | +483.3% | +444.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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