+279.1%
KLAC vs MMM
+99.5%
+179.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.4% |
| 7D | +6.2% | -2.6% | +8.8% | +7.4% |
| 30D | -5.0% | -9.3% | +4.3% | -0.9% |
| 3M | -14.4% | +5.6% | -20.0% | -16.4% |
| 6M | +28.3% | +9.5% | +18.8% | +23.3% |
| YTD | +51.1% | +4.1% | +47.0% | +48.3% |
| 1Y | +100.4% | +9.4% | +91.0% | +92.3% |
| All | +279.1% | +99.5% | +179.5% | +212.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling