+15.4%
KLAC vs MAS
+32.0%
-16.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.9% | +8.6% | +7.4% |
| 7D | -12.3% | +2.0% | -14.3% | -12.9% |
| 30D | -29.6% | +19.4% | -49.0% | -34.9% |
| 3M | -28.2% | +9.4% | -37.7% | -31.0% |
| 6M | -23.6% | +15.3% | -38.9% | -28.1% |
| YTD | +14.4% | +31.3% | -16.9% | +0.8% |
| 1Y | +15.4% | +34.9% | -19.4% | +1.6% |
| All | +15.4% | +32.0% | -16.6% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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