+2,896.3%
KLAC vs MDY
+177.2%
+2,719.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.1% | +0.9% |
| 7D | -2.7% | -1.9% | -0.8% | -0.2% |
| 30D | -13.2% | -4.6% | -8.5% | -7.5% |
| 3M | -25.0% | -1.2% | -23.8% | -22.7% |
| 6M | +23.6% | +9.2% | +14.4% | +13.6% |
| YTD | +49.2% | +13.1% | +36.2% | +32.5% |
| 1Y | +89.3% | +13.0% | +76.3% | +68.7% |
| 3Y | +274.4% | +49.2% | +225.1% | +140.7% |
| 5Y | +440.9% | +47.2% | +393.7% | +263.6% |
| All | +2,896.3% | +177.2% | +2,719.1% | +999.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling