+279.1%
KLAC vs MET
+64.3%
+214.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +6.2% | -0.8% | +6.9% | +6.4% |
| 30D | -5.0% | -1.4% | -3.6% | -4.6% |
| 3M | -14.4% | +12.5% | -26.9% | -19.7% |
| 6M | +28.3% | +37.1% | -8.8% | +8.1% |
| YTD | +51.1% | +23.8% | +27.3% | +33.6% |
| 1Y | +100.4% | +24.1% | +76.3% | +76.1% |
| All | +279.1% | +64.3% | +214.8% | +186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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