+297.2%
KLAC vs MMM
+48.8%
+248.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -2.1% | +7.0% | -9.0% | -5.4% |
| 30D | -21.8% | +18.4% | -40.2% | -28.3% |
| 3M | -20.5% | +4.5% | -25.0% | -22.5% |
| 6M | -18.0% | +33.4% | -51.4% | -29.3% |
| YTD | +26.4% | +20.0% | +6.4% | +14.7% |
| 1Y | +26.3% | +15.0% | +11.3% | +16.9% |
| 3Y | +193.3% | +165.0% | +28.3% | +77.0% |
| 5Y | +297.2% | +47.9% | +249.3% | +223.6% |
| All | +297.2% | +48.8% | +248.4% | +223.6% |
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