+113.7%
KLAC vs MDY
+17.9%
+95.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.0% |
| 7D | +5.7% | +0.1% | +5.6% | +5.4% |
| 30D | -3.6% | -1.5% | -2.1% | +0.1% |
| 3M | -12.8% | +0.8% | -13.6% | -11.9% |
| 6M | +26.1% | +7.4% | +18.6% | +14.2% |
| YTD | +53.3% | +15.2% | +38.1% | +24.5% |
| 1Y | +113.7% | +16.5% | +97.1% | +74.3% |
| All | +113.7% | +17.9% | +95.7% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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