+207.8%
KLAC vs BTSG
+389.4%
-181.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.5% |
| 7D | -2.7% | -3.3% | +0.6% | -1.7% |
| 30D | -13.2% | -1.6% | -11.6% | -12.9% |
| 3M | -25.0% | -6.9% | -18.1% | -24.1% |
| 6M | +23.6% | +42.1% | -18.5% | +11.0% |
| YTD | +49.2% | +56.8% | -7.6% | +31.0% |
| 1Y | +89.3% | +109.8% | -20.5% | +55.3% |
| All | +207.8% | +389.4% | -181.6% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling