+7,103.7%
KLAC vs MA
+18,006.0%
-10,902.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.8% |
| 7D | -2.1% | +1.8% | -3.9% | -2.9% |
| 30D | -21.8% | +11.8% | -33.6% | -26.3% |
| 3M | -20.5% | +17.2% | -37.7% | -27.2% |
| 6M | -18.0% | +33.4% | -51.3% | -30.8% |
| YTD | +26.4% | +16.1% | +10.2% | +13.8% |
| 1Y | +26.3% | +19.9% | +6.4% | +11.7% |
| 3Y | +193.3% | +70.1% | +123.2% | +115.2% |
| 5Y | +297.2% | +89.6% | +207.6% | +178.3% |
| 10Y | +2,288.0% | +568.4% | +1,719.6% | +888.5% |
| All | +7,103.7% | +18,006.0% | -10,902.3% | +1,201.5% |
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