+2,288.0%
KLAC vs M
-3.0%
+2,291.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.9% |
| 7D | -2.1% | +5.0% | -7.1% | -3.1% |
| 30D | -21.8% | +10.6% | -32.4% | -23.6% |
| 3M | -20.5% | +1.6% | -22.1% | -21.1% |
| 6M | -18.0% | +30.8% | -48.8% | -23.1% |
| YTD | +26.4% | +16.9% | +9.5% | +21.0% |
| 1Y | +26.3% | +26.3% | 0.0% | +18.6% |
| 3Y | +193.3% | +158.6% | +34.7% | +127.5% |
| 5Y | +297.2% | +2.1% | +295.1% | +256.5% |
| 10Y | +2,288.0% | -4.3% | +2,292.3% | +1,765.8% |
| All | +2,288.0% | -3.0% | +2,291.0% | +1,765.8% |
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