+26.2%
KLAC vs MDY
+17.5%
+8.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -5.6% |
| 7D | -5.7% | +1.7% | -7.4% | -9.4% |
| 30D | -27.6% | +1.2% | -28.8% | -29.6% |
| 3M | -23.3% | -3.5% | -19.8% | -15.8% |
| 6M | -12.4% | +3.5% | -15.9% | -14.6% |
| YTD | +23.7% | +13.6% | +10.1% | +4.6% |
| 1Y | +26.2% | +17.1% | +9.1% | +3.9% |
| All | +26.2% | +17.5% | +8.7% | +3.9% |
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