+4,762.3%
KLAC vs BURL
+1,051.1%
+3,711.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.6% | +4.7% | +6.5% |
| 7D | +5.7% | -2.8% | +8.5% | +6.6% |
| 30D | -3.6% | -28.2% | +24.5% | +6.0% |
| 3M | -12.8% | -17.6% | +4.8% | -8.2% |
| 6M | +26.1% | -11.8% | +37.8% | +29.7% |
| YTD | +53.3% | -8.1% | +61.5% | +55.8% |
| 1Y | +113.7% | -12.0% | +125.6% | +117.9% |
| 3Y | +274.9% | +63.3% | +211.6% | +211.9% |
| 5Y | +470.1% | -10.8% | +481.0% | +437.5% |
| 10Y | +2,997.0% | +215.9% | +2,781.1% | +2,061.7% |
| All | +4,762.3% | +1,051.1% | +3,711.2% | +2,745.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling