+489.1%
KLAC vs M
+24.8%
+464.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +2.6% |
| 7D | +10.6% | +2.4% | +8.2% | +9.8% |
| 30D | -4.5% | -11.6% | +7.1% | -1.1% |
| 3M | -10.3% | +1.6% | -11.9% | -11.2% |
| 6M | +40.9% | +25.2% | +15.7% | +31.1% |
| YTD | +56.1% | +3.8% | +52.4% | +52.7% |
| 1Y | +109.0% | +36.3% | +72.7% | +88.0% |
| 3Y | +288.8% | +116.3% | +172.5% | +182.2% |
| 5Y | +489.1% | +28.2% | +461.0% | +403.0% |
| All | +489.1% | +24.8% | +464.3% | +403.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling