+430.6%
KLAC vs MET
+82.5%
+348.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.3% | -3.7% |
| 7D | +2.5% | -2.5% | +4.9% | +3.7% |
| 30D | -11.5% | 0.0% | -11.5% | -11.7% |
| 3M | -16.9% | +13.1% | -30.0% | -23.3% |
| 6M | +22.2% | +39.0% | -16.7% | -0.2% |
| YTD | +46.4% | +25.2% | +21.2% | +26.3% |
| 1Y | +91.0% | +25.6% | +65.4% | +63.7% |
| 3Y | +264.6% | +67.1% | +197.5% | +155.8% |
| 5Y | +430.6% | +85.1% | +345.5% | +252.8% |
| All | +430.6% | +82.5% | +348.0% | +252.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling