+279.1%
KLAC vs MAGS
+126.5%
+152.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.6% |
| 7D | +6.2% | +0.8% | +5.4% | +5.1% |
| 30D | -5.0% | +0.4% | -5.4% | -5.7% |
| 3M | -14.4% | +5.6% | -20.0% | -19.6% |
| 6M | +28.3% | +12.3% | +16.0% | +13.5% |
| YTD | +51.1% | +5.1% | +46.0% | +43.1% |
| 1Y | +100.4% | +14.0% | +86.4% | +76.1% |
| All | +279.1% | +126.5% | +152.5% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 3y: compounded portfolio wealth divided by compounded MAGS 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…
3y analysis · Full analysis span regression · 6 months rolling