+109,962.2%
KLAC vs MAS
+1,664.8%
+108,297.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -3.4% | -9.9% | -11.9% |
| 7D | -22.5% | +4.6% | -27.0% | -24.0% |
| 30D | -34.3% | +19.9% | -54.1% | -39.3% |
| 3M | -32.6% | +8.9% | -41.5% | -35.4% |
| 6M | -24.9% | +20.2% | -45.1% | -30.9% |
| YTD | +7.2% | +33.9% | -26.7% | -6.3% |
| 1Y | +6.3% | +34.7% | -28.3% | -7.5% |
| 3Y | +166.1% | +60.4% | +105.7% | +113.5% |
| 5Y | +227.0% | +43.5% | +183.5% | +174.3% |
| 10Y | +1,940.3% | +226.7% | +1,713.7% | +1,158.3% |
| All | +109,962.2% | +1,664.8% | +108,297.4% | +30,433.4% |
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