+26.2%
KLAC vs BX
-8.3%
+34.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.2% | -10.3% | -5.5% |
| 7D | -5.7% | +8.3% | -13.9% | -7.5% |
| 30D | -27.6% | +13.5% | -41.1% | -30.0% |
| 3M | -23.3% | -7.6% | -15.7% | -20.7% |
| 6M | -12.4% | +4.0% | -16.4% | -13.0% |
| YTD | +23.7% | -15.2% | +38.9% | +36.6% |
| 1Y | +26.2% | -8.5% | +34.7% | +35.6% |
| All | +26.2% | -8.3% | +34.5% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 1y: compounded portfolio wealth divided by compounded BX 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…
1y analysis · Full analysis span regression · 6 months rolling