+315.3%
KLAC vs MAGS
+184.9%
+130.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -2.9% |
| 7D | +10.0% | +1.7% | +8.3% | +8.3% |
| 30D | -14.8% | -5.8% | -9.0% | -8.9% |
| 3M | -27.2% | +0.2% | -27.4% | -27.1% |
| 6M | -17.5% | -2.7% | -14.8% | -15.2% |
| YTD | +25.8% | +4.1% | +21.7% | +21.1% |
| 1Y | +31.8% | +7.5% | +24.3% | +23.1% |
| 3Y | +195.3% | +122.0% | +73.3% | +35.8% |
| All | +315.3% | +184.9% | +130.4% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling