+54,602.1%
KLAC vs BWA
+2,606.8%
+51,995.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +10.0% | +4.3% | +5.7% | +8.0% |
| 30D | -14.8% | -13.0% | -1.8% | -8.5% |
| 3M | -27.2% | -24.8% | -2.3% | -16.6% |
| 6M | -17.5% | -23.5% | +6.1% | -5.5% |
| YTD | +25.8% | +13.8% | +12.0% | +18.2% |
| 1Y | +31.8% | +13.4% | +18.4% | +23.8% |
| 3Y | +195.3% | +62.8% | +132.5% | +130.7% |
| 5Y | +285.9% | +28.5% | +257.5% | +230.3% |
| 10Y | +2,247.6% | +95.4% | +2,152.2% | +1,441.8% |
| All | +54,602.1% | +2,606.8% | +51,995.3% | +8,734.3% |
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