+26.3%
KLAC vs BURL
-10.6%
+36.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.4% |
| 7D | -2.1% | +5.9% | -7.9% | -3.5% |
| 30D | -21.8% | -8.3% | -13.5% | -19.7% |
| 3M | -20.5% | -31.6% | +11.1% | -12.5% |
| 6M | -18.0% | -16.6% | -1.4% | -15.8% |
| YTD | +26.4% | -12.1% | +38.5% | +31.0% |
| 1Y | +26.3% | -10.0% | +36.3% | +31.0% |
| All | +26.3% | -10.6% | +36.9% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling