+452.1%
KLAC vs BWA
+89.5%
+362.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.3% |
| 7D | +6.2% | +0.1% | +6.1% | +6.2% |
| 30D | -5.0% | -5.6% | +0.6% | -1.9% |
| 3M | -14.4% | -10.7% | -3.7% | -8.3% |
| 6M | +28.3% | +23.2% | +5.1% | +15.3% |
| YTD | +51.1% | +46.0% | +5.1% | +21.1% |
| 1Y | +100.4% | +51.2% | +49.2% | +56.8% |
| 3Y | +276.3% | +69.6% | +206.8% | +164.3% |
| 5Y | +452.1% | +86.6% | +365.5% | +240.5% |
| All | +452.1% | +89.5% | +362.6% | +240.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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