+91.0%
KLAC vs MMM
+8.3%
+82.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.6% |
| 7D | +2.5% | -3.2% | +5.7% | +4.3% |
| 30D | -11.5% | -10.7% | -0.8% | -6.0% |
| 3M | -16.9% | +4.3% | -21.2% | -18.6% |
| 6M | +22.2% | +5.9% | +16.3% | +18.5% |
| YTD | +46.4% | +3.2% | +43.2% | +44.7% |
| 1Y | +91.0% | +8.0% | +83.0% | +84.9% |
| All | +91.0% | +8.3% | +82.7% | +84.9% |
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