+7,027.9%
KLAC vs MA
+17,922.8%
-10,894.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.5% | +8.8% | +9.1% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | -22.6% | +11.3% | -33.9% | -26.9% |
| 3M | -23.5% | +16.7% | -40.2% | -29.8% |
| 6M | -18.8% | +32.8% | -51.6% | -31.3% |
| YTD | +25.0% | +15.6% | +9.4% | +12.9% |
| 1Y | +27.5% | +19.6% | +8.0% | +13.0% |
| 3Y | +206.1% | +72.1% | +134.0% | +123.3% |
| 5Y | +281.0% | +96.0% | +185.0% | +162.3% |
| 10Y | +2,249.0% | +554.8% | +1,694.2% | +880.7% |
| All | +7,027.9% | +17,922.8% | -10,894.8% | +1,190.8% |
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