+433.3%
KLAC vs BTG
+78.0%
+355.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | -2.7% | -3.8% | +1.1% | -2.0% |
| 30D | -13.2% | +3.6% | -16.8% | -13.9% |
| 3M | -25.0% | +32.0% | -57.0% | -29.6% |
| 6M | +23.6% | +3.4% | +20.2% | +21.2% |
| YTD | +49.2% | +20.8% | +28.4% | +42.2% |
| 1Y | +89.3% | +22.4% | +66.9% | +79.1% |
| 3Y | +274.4% | +91.7% | +182.6% | +218.8% |
| All | +433.3% | +78.0% | +355.3% | +355.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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