+8,138.2%
KLAC vs BTG
+385.9%
+7,752.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.3% |
| 7D | +6.2% | +2.4% | +3.8% | +5.9% |
| 30D | -5.0% | +9.5% | -14.5% | -5.8% |
| 3M | -14.4% | +38.5% | -52.9% | -16.9% |
| 6M | +28.3% | +5.6% | +22.6% | +27.0% |
| YTD | +51.1% | +23.9% | +27.2% | +47.7% |
| 1Y | +100.4% | +32.1% | +68.3% | +94.6% |
| 3Y | +276.3% | +103.2% | +173.1% | +250.7% |
| 5Y | +452.1% | +79.7% | +372.3% | +415.2% |
| 10Y | +2,986.0% | +159.1% | +2,826.8% | +2,679.2% |
| All | +8,138.2% | +385.9% | +7,752.4% | +7,029.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling