+15,424.8%
KLAC vs MAR
+3,168.2%
+12,256.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.2% |
| 3M | -27.2% | +20.3% | -47.4% | -33.8% |
| 6M | -17.5% | +21.3% | -38.8% | -26.0% |
| YTD | +25.8% | +37.2% | -11.4% | +5.9% |
| 1Y | +31.8% | +48.4% | -16.6% | +6.4% |
| 3Y | +195.3% | +120.1% | +75.2% | +95.5% |
| 5Y | +285.9% | +182.1% | +103.9% | +125.0% |
| 10Y | +2,247.6% | +530.2% | +1,717.4% | +739.8% |
| All | +15,424.8% | +3,168.2% | +12,256.6% | +1,986.7% |
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 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