+13,702.7%
KLAC vs MKSI
+2,222.5%
+11,480.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +0.7% |
| 7D | -2.7% | +2.7% | -5.4% | -4.2% |
| 30D | -13.2% | -12.8% | -0.4% | -5.9% |
| 3M | -25.0% | -22.5% | -2.5% | -12.2% |
| 6M | +23.6% | +19.4% | +4.2% | +12.6% |
| YTD | +49.2% | +67.7% | -18.5% | +11.5% |
| 1Y | +89.3% | +131.4% | -42.1% | +15.7% |
| 3Y | +274.4% | +197.3% | +77.0% | +88.0% |
| 5Y | +440.9% | +87.0% | +354.0% | +249.2% |
| 10Y | +2,947.7% | +522.1% | +2,425.6% | +886.8% |
| All | +13,702.7% | +2,222.5% | +11,480.1% | +2,142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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