+166.5%
KLAC vs MAS
+61.2%
+105.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -3.4% | -9.9% | -11.7% |
| 7D | -22.5% | +4.6% | -27.0% | -24.2% |
| 30D | -34.3% | +19.9% | -54.1% | -40.2% |
| 3M | -32.6% | +8.9% | -41.5% | -35.7% |
| 6M | -24.9% | +20.2% | -45.1% | -31.9% |
| YTD | +7.2% | +33.9% | -26.7% | -9.6% |
| 1Y | +6.3% | +34.7% | -28.3% | -10.8% |
| All | +166.5% | +61.2% | +105.2% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling