+113.7%
KLAC vs MLM
-15.9%
+129.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.2% | +7.0% |
| 7D | +5.7% | -2.9% | +8.6% | +6.7% |
| 30D | -3.6% | -6.8% | +3.2% | -1.6% |
| 3M | -12.8% | -11.2% | -1.6% | -10.7% |
| 6M | +26.1% | -21.8% | +47.9% | +36.5% |
| YTD | +53.3% | -17.0% | +70.3% | +58.7% |
| 1Y | +113.7% | -16.4% | +130.0% | +117.4% |
| All | +113.7% | -15.9% | +129.5% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling