+26.2%
KLAC vs BTI
+24.7%
+1.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.4% | -7.5% | -3.3% |
| 7D | -5.7% | +5.3% | -11.0% | -4.5% |
| 30D | -27.6% | +19.1% | -46.7% | -25.1% |
| 3M | -23.3% | +6.5% | -29.8% | -21.3% |
| 6M | -12.4% | +9.4% | -21.8% | -11.6% |
| YTD | +23.7% | +14.4% | +9.3% | +22.0% |
| 1Y | +26.2% | +23.9% | +2.3% | +20.1% |
| All | +26.2% | +24.7% | +1.5% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 1y: compounded portfolio wealth divided by compounded BTI 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…
1y analysis · Full analysis span regression · 6 months rolling