+489.1%
KLAC vs MMM
+28.6%
+460.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.1% |
| 7D | +10.6% | -1.6% | +12.2% | +11.5% |
| 30D | -4.5% | -8.0% | +3.5% | -0.4% |
| 3M | -10.3% | +9.4% | -19.6% | -14.2% |
| 6M | +40.9% | +10.2% | +30.6% | +33.9% |
| YTD | +56.1% | +6.1% | +50.0% | +51.1% |
| 1Y | +109.0% | +10.8% | +98.2% | +97.4% |
| 3Y | +288.8% | +104.8% | +184.1% | +171.3% |
| 5Y | +489.1% | +27.0% | +462.1% | +424.7% |
| All | +489.1% | +28.6% | +460.6% | +424.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling