+430.6%
KLAC vs MAR
+151.1%
+279.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.7% |
| 7D | +2.5% | -2.1% | +4.5% | +3.8% |
| 30D | -11.5% | -5.7% | -5.9% | -8.3% |
| 3M | -16.9% | -14.6% | -2.3% | -9.0% |
| 6M | +22.2% | +1.3% | +20.9% | +18.9% |
| YTD | +46.4% | +6.7% | +39.7% | +36.9% |
| 1Y | +91.0% | +26.4% | +64.6% | +57.6% |
| 3Y | +264.6% | +64.7% | +199.8% | +146.7% |
| 5Y | +430.6% | +153.1% | +277.5% | +179.0% |
| All | +430.6% | +151.1% | +279.5% | +179.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling