+3,041.8%
KLAC vs BURL
+206.3%
+2,835.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.7% | +5.6% | +3.1% |
| 7D | +10.6% | -2.6% | +13.2% | +11.5% |
| 30D | -4.5% | -30.8% | +26.3% | +7.6% |
| 3M | -10.3% | -18.7% | +8.4% | -4.6% |
| 6M | +40.9% | -16.4% | +57.3% | +48.2% |
| YTD | +56.1% | -11.6% | +67.7% | +60.8% |
| 1Y | +109.0% | -12.0% | +121.0% | +113.4% |
| 3Y | +288.8% | +63.6% | +225.2% | +213.4% |
| 5Y | +489.1% | -12.6% | +501.7% | +457.0% |
| 10Y | +3,041.8% | +206.5% | +2,835.3% | +2,017.0% |
| All | +3,041.8% | +206.3% | +2,835.4% | +2,017.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling