+89.3%
KLAC vs MAR
+28.2%
+61.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.2% | +1.4% |
| 7D | -2.7% | -0.5% | -2.1% | -2.5% |
| 30D | -13.2% | -5.4% | -7.7% | -11.7% |
| 3M | -25.0% | -15.5% | -9.5% | -20.5% |
| 6M | +23.6% | +3.0% | +20.6% | +19.2% |
| YTD | +49.2% | +8.5% | +40.7% | +41.7% |
| 1Y | +89.3% | +26.0% | +63.4% | +76.1% |
| All | +89.3% | +28.2% | +61.2% | +76.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling