+281.0%
KLAC vs MA
+93.0%
+188.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.5% | +8.8% | +9.0% |
| 7D | -1.1% | -0.3% | -0.8% | -0.9% |
| 30D | -22.6% | +11.3% | -33.9% | -27.7% |
| 3M | -23.5% | +16.7% | -40.2% | -31.0% |
| 6M | -18.8% | +32.8% | -51.6% | -34.2% |
| YTD | +25.0% | +15.6% | +9.4% | +11.5% |
| 1Y | +27.5% | +19.6% | +8.0% | +10.4% |
| 3Y | +206.1% | +72.1% | +134.0% | +88.6% |
| 5Y | +281.0% | +96.0% | +185.0% | +112.4% |
| All | +281.0% | +93.0% | +188.0% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling