+201.9%
KLAC vs BTSG
+382.3%
-180.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.6% | +3.5% | -1.1% |
| 7D | +2.5% | -5.8% | +8.2% | +4.3% |
| 30D | -11.5% | 0.0% | -11.5% | -11.7% |
| 3M | -16.9% | -4.5% | -12.5% | -16.5% |
| 6M | +22.2% | +40.0% | -17.8% | +10.3% |
| YTD | +46.4% | +54.6% | -8.2% | +29.0% |
| 1Y | +91.0% | +106.1% | -15.1% | +57.5% |
| All | +201.9% | +382.3% | -180.4% | +101.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling