+489.1%
KLAC vs MDB
-26.9%
+516.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +2.6% |
| 7D | +10.6% | -18.0% | +28.6% | +15.2% |
| 30D | -4.5% | -10.7% | +6.2% | -2.8% |
| 3M | -10.3% | +1.0% | -11.2% | -12.0% |
| 6M | +40.9% | +31.6% | +9.3% | +27.0% |
| YTD | +56.1% | -15.2% | +71.3% | +55.0% |
| 1Y | +109.0% | +10.1% | +98.9% | +92.9% |
| 3Y | +288.8% | -5.6% | +294.5% | +243.0% |
| 5Y | +489.1% | -24.5% | +513.7% | +401.9% |
| All | +489.1% | -26.9% | +516.0% | +401.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 5y: compounded portfolio wealth divided by compounded MDB 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…
5y analysis · Full analysis span regression · 6 months rolling