+26.2%
KLAC vs MMM
+22.1%
+4.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +9.5% | -13.6% | -8.0% |
| 7D | -5.7% | +12.2% | -17.9% | -10.6% |
| 30D | -27.6% | +18.8% | -46.4% | -33.6% |
| 3M | -23.3% | +7.4% | -30.6% | -25.3% |
| 6M | -12.4% | +38.3% | -50.7% | -27.0% |
| YTD | +23.7% | +22.9% | +0.9% | +11.8% |
| 1Y | +26.2% | +23.0% | +3.2% | +8.8% |
| All | +26.2% | +22.1% | +4.1% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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