+126,912.3%
KLAC vs MAS
+1,727.7%
+125,184.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.6% | -9.7% | -6.4% |
| 7D | -5.7% | +14.2% | -19.8% | -10.9% |
| 30D | -27.6% | +26.8% | -54.4% | -34.8% |
| 3M | -23.3% | +13.1% | -36.4% | -27.7% |
| 6M | -12.4% | +27.9% | -40.3% | -21.5% |
| YTD | +23.7% | +38.7% | -14.9% | +6.4% |
| 1Y | +26.2% | +40.4% | -14.2% | +7.8% |
| 3Y | +207.0% | +66.1% | +140.9% | +142.5% |
| 5Y | +284.4% | +47.4% | +237.0% | +218.2% |
| 10Y | +2,254.6% | +238.3% | +2,016.2% | +1,328.8% |
| All | +126,912.3% | +1,727.7% | +125,184.6% | +34,572.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling