+510.4%
KLAC vs BTDR
+23.3%
+487.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -3.0% |
| 7D | +6.2% | +14.8% | -8.6% | +4.7% |
| 30D | -5.0% | +41.8% | -46.8% | -8.4% |
| 3M | -14.4% | -29.2% | +14.8% | -12.6% |
| 6M | +28.3% | +66.2% | -37.9% | +21.6% |
| YTD | +51.1% | +10.0% | +41.1% | +47.2% |
| 1Y | +100.4% | -11.0% | +111.4% | +96.4% |
| 3Y | +276.3% | +6.9% | +269.4% | +246.0% |
| 5Y | +452.1% | +24.7% | +427.4% | +399.6% |
| All | +510.4% | +23.3% | +487.1% | +449.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling