+92,634.8%
KLAC vs M
+439.9%
+92,194.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.9% | +6.2% | +5.5% |
| 7D | +7.5% | -3.3% | +10.8% | +8.7% |
| 30D | -15.3% | +8.1% | -23.4% | -17.5% |
| 3M | -19.6% | +2.2% | -21.8% | -20.5% |
| 6M | -12.5% | +35.1% | -47.7% | -20.8% |
| YTD | +33.0% | +15.8% | +17.2% | +25.6% |
| 1Y | +35.9% | +25.8% | +10.1% | +24.8% |
| 3Y | +208.6% | +156.2% | +52.4% | +116.0% |
| 5Y | +309.5% | -2.4% | +311.8% | +259.2% |
| 10Y | +2,381.5% | -7.1% | +2,388.6% | +1,628.7% |
| All | +92,634.8% | +439.9% | +92,194.9% | +23,563.4% |
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