+31.8%
KLAC vs MA
+18.9%
+13.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -2.7% |
| 7D | +10.0% | +1.3% | +8.7% | +10.5% |
| 30D | -14.8% | +9.6% | -24.4% | -11.5% |
| 3M | -27.2% | +16.8% | -43.9% | -22.2% |
| 6M | -17.5% | +35.2% | -52.6% | -7.9% |
| YTD | +25.8% | +16.6% | +9.3% | +43.9% |
| 1Y | +31.8% | +19.8% | +12.0% | +49.9% |
| All | +31.8% | +18.9% | +13.0% | +49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling