+2,288.0%
KLAC vs BURL
+247.8%
+2,040.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.5% |
| 7D | -2.1% | +5.9% | -7.9% | -4.0% |
| 30D | -21.8% | -8.3% | -13.5% | -19.6% |
| 3M | -20.5% | -31.6% | +11.1% | -10.3% |
| 6M | -18.0% | -16.6% | -1.4% | -13.9% |
| YTD | +26.4% | -12.1% | +38.5% | +30.1% |
| 1Y | +26.3% | -10.0% | +36.3% | +28.0% |
| 3Y | +193.3% | +94.3% | +99.0% | +123.2% |
| 5Y | +297.2% | -13.2% | +310.4% | +276.1% |
| 10Y | +2,288.0% | +252.5% | +2,035.5% | +1,440.6% |
| All | +2,288.0% | +247.8% | +2,040.2% | +1,440.6% |
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