+66,553.7%
KLAC vs BWA
+3,492.4%
+63,061.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.8% | +4.6% | +6.0% |
| 7D | +5.7% | +5.7% | +0.1% | +3.1% |
| 30D | -3.6% | +1.4% | -5.0% | -4.4% |
| 3M | -12.8% | -12.1% | -0.7% | -6.8% |
| 6M | +26.1% | +28.6% | -2.5% | +12.9% |
| YTD | +53.3% | +51.1% | +2.2% | +25.8% |
| 1Y | +113.7% | +55.9% | +57.8% | +72.3% |
| 3Y | +274.9% | +70.1% | +204.8% | +183.0% |
| 5Y | +470.1% | +90.7% | +379.5% | +303.9% |
| 10Y | +2,997.0% | +154.0% | +2,843.0% | +1,686.3% |
| All | +66,553.7% | +3,492.4% | +63,061.4% | +9,302.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling