+309.5%
KLAC vs BUD
+49.9%
+259.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.3% | +7.5% | +5.8% |
| 7D | +7.5% | +0.5% | +7.0% | +7.2% |
| 30D | -15.3% | +7.4% | -22.7% | -17.4% |
| 3M | -19.6% | +4.3% | -23.9% | -21.1% |
| 6M | -12.5% | +5.3% | -17.8% | -15.1% |
| YTD | +33.0% | +33.2% | -0.2% | +17.9% |
| 1Y | +35.9% | +31.8% | +4.2% | +20.9% |
| 3Y | +208.6% | +47.8% | +160.9% | +151.8% |
| 5Y | +309.5% | +50.2% | +259.3% | +226.4% |
| All | +309.5% | +49.9% | +259.6% | +226.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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