+87,088.3%
KLAC vs M
+442.1%
+86,646.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +8.1% | +1.2% | +6.9% |
| 7D | -1.1% | +2.5% | -3.7% | -1.9% |
| 30D | -22.6% | +10.1% | -32.7% | -25.0% |
| 3M | -23.5% | -0.9% | -22.6% | -23.7% |
| 6M | -18.8% | +30.2% | -49.0% | -25.6% |
| YTD | +25.0% | +16.3% | +8.8% | +17.9% |
| 1Y | +27.5% | +27.0% | +0.6% | +16.8% |
| 3Y | +206.1% | +154.5% | +51.7% | +114.7% |
| 5Y | +281.0% | -1.1% | +282.1% | +233.0% |
| 10Y | +2,249.0% | +0.5% | +2,248.5% | +1,490.1% |
| All | +87,088.3% | +442.1% | +86,646.3% | +22,124.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling