+470.0%
KLAC vs BURL
-11.0%
+481.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.6% | +4.7% | +6.4% |
| 7D | +5.7% | -2.8% | +8.5% | +6.7% |
| 30D | -3.6% | -28.2% | +24.5% | +7.3% |
| 3M | -12.8% | -17.6% | +4.8% | -7.7% |
| 6M | +26.1% | -11.8% | +37.8% | +30.0% |
| YTD | +53.3% | -8.1% | +61.5% | +55.9% |
| 1Y | +113.7% | -12.0% | +125.6% | +118.1% |
| 3Y | +274.9% | +63.3% | +211.6% | +206.1% |
| All | +470.0% | -11.0% | +481.0% | +445.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling