+2,047.5%
KLAC vs BURL
+252.7%
+1,794.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.6% | +8.3% | +7.2% |
| 7D | -12.3% | +4.1% | -16.4% | -13.6% |
| 30D | -29.6% | -9.5% | -20.2% | -27.4% |
| 3M | -28.2% | -33.5% | +5.3% | -18.3% |
| 6M | -23.6% | -22.1% | -1.5% | -18.0% |
| YTD | +14.4% | -14.6% | +29.0% | +18.8% |
| 1Y | +15.4% | -8.4% | +23.8% | +16.1% |
| 3Y | +184.3% | +86.6% | +97.7% | +119.1% |
| 5Y | +248.9% | -17.2% | +266.0% | +235.3% |
| All | +2,047.5% | +252.7% | +1,794.9% | +1,297.6% |
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