+267.2%
KLAC vs MDY
+47.3%
+219.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -1.7% |
| 7D | +2.5% | -2.5% | +5.0% | +6.7% |
| 30D | -11.5% | -5.0% | -6.5% | -3.9% |
| 3M | -16.9% | +0.5% | -17.4% | -15.7% |
| 6M | +22.2% | +8.0% | +14.2% | +13.3% |
| YTD | +46.4% | +12.2% | +34.2% | +30.3% |
| 1Y | +91.0% | +14.0% | +77.0% | +67.1% |
| All | +267.2% | +47.3% | +219.9% | +144.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling