+5,966.3%
KLAC vs BX
+873.6%
+5,092.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.7% | +0.4% | -1.8% |
| 7D | +6.2% | -5.7% | +11.8% | +8.5% |
| 30D | -5.0% | -8.9% | +3.9% | -1.7% |
| 3M | -14.4% | +8.4% | -22.8% | -17.5% |
| 6M | +28.3% | +18.9% | +9.4% | +18.5% |
| YTD | +51.1% | -13.6% | +64.7% | +57.4% |
| 1Y | +100.4% | -22.4% | +122.8% | +116.9% |
| 3Y | +276.3% | +26.0% | +250.3% | +235.2% |
| 5Y | +452.1% | +18.8% | +433.3% | +390.7% |
| 10Y | +2,986.0% | +668.7% | +2,317.2% | +1,415.7% |
| All | +5,966.3% | +873.6% | +5,092.7% | +2,122.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling