+433.3%
KLAC vs MDY
+46.3%
+387.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.1% | +0.8% |
| 7D | -2.7% | -1.9% | -0.8% | +0.1% |
| 30D | -13.2% | -4.6% | -8.5% | -6.7% |
| 3M | -25.0% | -1.2% | -23.8% | -22.4% |
| 6M | +23.6% | +9.2% | +14.4% | +12.6% |
| YTD | +49.2% | +13.1% | +36.2% | +31.0% |
| 1Y | +89.3% | +13.0% | +76.3% | +66.8% |
| 3Y | +274.4% | +49.2% | +225.1% | +130.0% |
| All | +433.3% | +46.3% | +387.0% | +250.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling