+309.5%
KLAC vs BURL
-9.5%
+319.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +4.9% |
| 7D | +7.5% | -0.8% | +8.3% | +8.0% |
| 30D | -15.3% | -4.4% | -10.9% | -14.1% |
| 3M | -19.6% | -28.6% | +9.0% | -10.4% |
| 6M | -12.5% | -12.3% | -0.2% | -9.9% |
| YTD | +33.0% | -11.3% | +44.3% | +36.5% |
| 1Y | +35.9% | -10.4% | +46.4% | +38.0% |
| 3Y | +208.6% | +96.1% | +112.6% | +135.7% |
| 5Y | +309.5% | -5.0% | +314.5% | +292.5% |
| All | +309.5% | -9.5% | +319.0% | +292.5% |
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