+2,247.0%
KLAC vs MAR
+529.3%
+1,717.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | +10.0% | +1.6% | +8.4% | +9.1% |
| 30D | -14.8% | +13.8% | -28.6% | -20.4% |
| 3M | -27.2% | +20.3% | -47.4% | -34.0% |
| 6M | -17.5% | +21.3% | -38.8% | -26.3% |
| YTD | +25.8% | +37.2% | -11.4% | +5.2% |
| 1Y | +31.8% | +48.4% | -16.6% | +5.5% |
| 3Y | +195.3% | +120.1% | +75.2% | +92.2% |
| 5Y | +285.9% | +182.1% | +103.9% | +121.9% |
| All | +2,247.0% | +529.3% | +1,717.7% | +919.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling