+2,986.0%
KLAC vs M
-7.1%
+2,993.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +1.0% | -2.3% |
| 7D | +6.2% | -4.1% | +10.2% | +7.2% |
| 30D | -5.0% | -13.6% | +8.6% | -2.0% |
| 3M | -14.4% | -2.3% | -12.1% | -14.3% |
| 6M | +28.3% | +21.9% | +6.4% | +22.5% |
| YTD | +51.1% | -0.6% | +51.7% | +50.2% |
| 1Y | +100.4% | +29.7% | +70.7% | +87.7% |
| 3Y | +276.3% | +107.3% | +169.1% | +206.3% |
| 5Y | +452.1% | +20.5% | +431.6% | +386.5% |
| 10Y | +2,986.0% | -6.1% | +2,992.0% | +2,304.0% |
| All | +2,986.0% | -7.1% | +2,993.1% | +2,304.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling