+26.2%
KLAC vs BTSG
+111.7%
-85.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -5.7% | +17.4% | -23.0% | -11.9% |
| 30D | -27.6% | +12.6% | -40.2% | -31.1% |
| 3M | -23.3% | +11.2% | -34.5% | -27.0% |
| 6M | -12.4% | +30.4% | -42.7% | -25.3% |
| YTD | +23.7% | +86.4% | -62.6% | -11.9% |
| 1Y | +26.2% | +117.9% | -91.7% | -12.9% |
| All | +26.2% | +111.7% | -85.5% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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