+2,986.0%
KLAC vs MA
+507.5%
+2,478.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.8% |
| 7D | +6.2% | -3.5% | +9.7% | +8.9% |
| 30D | -5.0% | +0.8% | -5.8% | -5.9% |
| 3M | -14.4% | +14.8% | -29.2% | -24.3% |
| 6M | +28.3% | +10.0% | +18.3% | +15.6% |
| YTD | +51.1% | -0.1% | +51.2% | +45.9% |
| 1Y | +100.4% | -2.2% | +102.6% | +95.6% |
| 3Y | +276.3% | +39.3% | +237.1% | +171.5% |
| 5Y | +452.1% | +66.3% | +385.7% | +241.5% |
| 10Y | +2,986.0% | +513.2% | +2,472.7% | +571.2% |
| All | +2,986.0% | +507.5% | +2,478.5% | +571.2% |
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