+19,161.3%
KLAC vs MAR
+2,439.3%
+16,721.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +3.0% |
| 7D | +10.6% | -1.7% | +12.3% | +11.5% |
| 30D | -4.5% | -6.9% | +2.4% | -1.1% |
| 3M | -10.3% | -15.8% | +5.6% | -2.9% |
| 6M | +40.9% | +1.9% | +38.9% | +38.2% |
| YTD | +56.1% | +6.6% | +49.5% | +49.4% |
| 1Y | +109.0% | +23.7% | +85.4% | +84.7% |
| 3Y | +288.8% | +64.6% | +224.2% | +198.0% |
| 5Y | +489.1% | +156.4% | +332.8% | +260.9% |
| 10Y | +3,041.8% | +415.4% | +2,626.4% | +1,144.0% |
| All | +19,161.3% | +2,439.3% | +16,721.9% | +2,843.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling