+8,639.2%
KLAC vs MA
+15,793.6%
-7,154.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.1% | +8.4% | +7.9% |
| 7D | +5.7% | -2.7% | +8.4% | +7.2% |
| 30D | -3.6% | +1.5% | -5.2% | -4.7% |
| 3M | -12.8% | +20.4% | -33.2% | -21.9% |
| 6M | +26.1% | +11.1% | +14.9% | +16.9% |
| YTD | +53.3% | +2.0% | +51.4% | +48.2% |
| 1Y | +113.7% | -2.2% | +115.8% | +110.3% |
| 3Y | +274.9% | +41.9% | +233.0% | +202.9% |
| 5Y | +470.1% | +75.4% | +394.8% | +315.8% |
| 10Y | +2,997.0% | +527.5% | +2,469.5% | +1,239.8% |
| All | +8,639.2% | +15,793.6% | -7,154.3% | +1,594.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling