+267.2%
KLAC vs BTDR
+0.6%
+266.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.5% | +3.4% | -2.4% |
| 7D | +2.5% | -3.2% | +5.6% | +2.9% |
| 30D | -11.5% | +32.7% | -44.2% | -14.7% |
| 3M | -16.9% | -28.4% | +11.4% | -14.8% |
| 6M | +22.2% | +51.7% | -29.5% | +15.5% |
| YTD | +46.4% | +2.9% | +43.5% | +42.7% |
| 1Y | +91.0% | -15.5% | +106.5% | +87.3% |
| All | +267.2% | +0.6% | +266.6% | +214.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling