+430.6%
KLAC vs BTI
+116.2%
+314.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.2% |
| 7D | +2.5% | -2.0% | +4.4% | +2.6% |
| 30D | -11.5% | -3.4% | -8.1% | -11.3% |
| 3M | -16.9% | -9.0% | -7.9% | -16.5% |
| 6M | +22.2% | -5.0% | +27.3% | +21.9% |
| YTD | +46.4% | -0.3% | +46.7% | +45.0% |
| 1Y | +91.0% | +3.1% | +87.9% | +88.3% |
| 3Y | +264.6% | +111.0% | +153.6% | +207.1% |
| 5Y | +430.6% | +117.0% | +313.6% | +377.1% |
| All | +430.6% | +116.2% | +314.4% | +377.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling