+274.4%
KLAC vs BX
+25.1%
+249.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +0.7% |
| 7D | -2.7% | -5.6% | +2.9% | +0.1% |
| 30D | -13.2% | -12.2% | -0.9% | -7.6% |
| 3M | -25.0% | +7.4% | -32.4% | -28.3% |
| 6M | +23.6% | +22.2% | +1.4% | +9.1% |
| YTD | +49.2% | -14.0% | +63.2% | +59.2% |
| 1Y | +89.3% | -27.3% | +116.6% | +121.1% |
| 3Y | +274.4% | +24.5% | +249.8% | +209.9% |
| All | +274.4% | +25.1% | +249.3% | +209.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling