+2,247.0%
KLAC vs MA
+567.5%
+1,679.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -4.1% |
| 7D | +10.0% | +1.3% | +8.7% | +9.0% |
| 30D | -14.8% | +9.6% | -24.4% | -20.6% |
| 3M | -27.2% | +16.8% | -43.9% | -35.7% |
| 6M | -17.5% | +35.2% | -52.6% | -36.3% |
| YTD | +25.8% | +16.6% | +9.3% | +7.7% |
| 1Y | +31.8% | +19.8% | +12.0% | +10.2% |
| 3Y | +195.3% | +70.7% | +124.6% | +81.4% |
| 5Y | +285.9% | +87.4% | +198.5% | +119.4% |
| All | +2,247.0% | +567.5% | +1,679.5% | +335.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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