+5,567.3%
KLAC vs MELI
+8,701.6%
-3,134.4%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.5% |
| 7D | +6.2% | -6.5% | +12.7% | +8.2% |
| 30D | -5.0% | +2.8% | -7.8% | -6.1% |
| 3M | -14.4% | +14.3% | -28.7% | -18.4% |
| 6M | +28.3% | +6.0% | +22.3% | +24.0% |
| YTD | +51.1% | -6.8% | +57.9% | +51.0% |
| 1Y | +100.4% | -20.9% | +121.3% | +108.6% |
| 3Y | +276.3% | +31.4% | +245.0% | +230.8% |
| 5Y | +452.1% | -0.4% | +452.4% | +389.3% |
| 10Y | +2,986.0% | +951.2% | +2,034.8% | +1,339.9% |
| All | +5,567.3% | +8,701.6% | -3,134.4% | +1,279.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI 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 MELI 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