+489.1%
KLAC vs MA
+70.4%
+418.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.3% | +2.7% |
| 7D | +10.6% | -1.8% | +12.3% | +11.7% |
| 30D | -4.5% | +1.4% | -5.9% | -5.7% |
| 3M | -10.3% | +17.7% | -28.0% | -20.6% |
| 6M | +40.9% | +9.7% | +31.2% | +29.5% |
| YTD | +56.1% | +0.5% | +55.6% | +52.4% |
| 1Y | +109.0% | -2.1% | +111.1% | +107.1% |
| 3Y | +288.8% | +40.1% | +248.7% | +182.5% |
| 5Y | +489.1% | +67.5% | +421.6% | +272.4% |
| All | +489.1% | +70.4% | +418.7% | +272.4% |
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