+206.1%
KLAC vs MA
+70.8%
+135.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.5% | +8.8% | +9.2% |
| 7D | -1.1% | -0.3% | -0.8% | -0.9% |
| 30D | -22.6% | +11.3% | -33.9% | -24.7% |
| 3M | -23.5% | +16.7% | -40.2% | -26.7% |
| 6M | -18.8% | +32.8% | -51.6% | -26.6% |
| YTD | +25.0% | +15.6% | +9.4% | +22.0% |
| 1Y | +27.5% | +19.6% | +8.0% | +21.5% |
| 3Y | +206.1% | +72.1% | +134.0% | +95.0% |
| All | +206.1% | +70.8% | +135.4% | +95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling