+22,701.4%
KLAC vs MDY
+2,644.5%
+20,056.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.7% |
| 7D | +10.6% | +1.0% | +9.6% | +9.1% |
| 30D | -4.5% | -3.1% | -1.4% | -0.2% |
| 3M | -10.3% | +1.8% | -12.1% | -11.0% |
| 6M | +40.9% | +10.8% | +30.1% | +26.3% |
| YTD | +56.1% | +14.4% | +41.7% | +35.2% |
| 1Y | +109.0% | +15.2% | +93.8% | +79.9% |
| 3Y | +288.8% | +51.2% | +237.7% | +136.5% |
| 5Y | +489.1% | +47.2% | +441.9% | +280.6% |
| 10Y | +3,041.8% | +171.1% | +2,870.7% | +797.0% |
| All | +22,701.4% | +2,644.5% | +20,056.9% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling