+7,571.3%
KLAC vs MKTX
+1,445.1%
+6,126.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +6.2% | +0.3% | +5.9% | +6.1% |
| 30D | -5.0% | +1.0% | -5.9% | -5.2% |
| 3M | -14.4% | +40.8% | -55.2% | -22.2% |
| 6M | +28.3% | -10.9% | +39.2% | +29.8% |
| YTD | +51.1% | -8.6% | +59.7% | +51.6% |
| 1Y | +100.4% | -11.6% | +111.9% | +101.6% |
| 3Y | +276.3% | -24.5% | +300.9% | +279.4% |
| 5Y | +452.1% | -60.7% | +512.8% | +550.1% |
| 10Y | +2,986.0% | +5.1% | +2,980.8% | +2,700.6% |
| All | +7,571.3% | +1,445.1% | +6,126.2% | +3,089.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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