+356.2%
KLAC vs LUNR
+54.8%
+301.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.7% | +1.5% | -3.1% |
| 7D | +6.2% | +0.5% | +5.6% | +6.2% |
| 30D | -5.0% | -5.3% | +0.3% | -4.9% |
| 3M | -14.4% | -45.6% | +31.2% | -13.7% |
| 6M | +28.3% | -17.4% | +45.7% | +28.5% |
| YTD | +51.1% | -7.9% | +59.0% | +51.0% |
| 1Y | +100.4% | +77.6% | +22.7% | +99.2% |
| 3Y | +276.3% | +247.4% | +28.9% | +279.6% |
| All | +356.2% | +54.8% | +301.4% | +366.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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