+206.1%
KLAC vs M
+142.9%
+63.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +8.1% | +1.2% | +7.1% |
| 7D | -1.1% | +2.5% | -3.7% | -1.8% |
| 30D | -22.6% | +10.1% | -32.7% | -24.7% |
| 3M | -23.5% | -0.9% | -22.6% | -23.6% |
| 6M | -18.8% | +30.2% | -49.0% | -25.0% |
| YTD | +25.0% | +16.3% | +8.8% | +18.3% |
| 1Y | +27.5% | +27.0% | +0.6% | +17.7% |
| 3Y | +206.1% | +154.5% | +51.7% | +135.2% |
| All | +206.1% | +142.9% | +63.3% | +135.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling