+136,426.1%
KLAC vs MMM
+3,210.3%
+133,215.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.4% |
| 7D | +7.5% | -2.6% | +10.1% | +9.5% |
| 30D | -15.3% | +17.4% | -32.7% | -23.6% |
| 3M | -19.6% | +3.6% | -23.2% | -21.9% |
| 6M | -12.5% | +33.0% | -45.6% | -27.1% |
| YTD | +33.0% | +19.6% | +13.4% | +17.9% |
| 1Y | +35.9% | +14.0% | +21.9% | +23.9% |
| 3Y | +208.6% | +164.3% | +44.3% | +61.7% |
| 5Y | +309.5% | +49.3% | +260.1% | +200.5% |
| 10Y | +2,381.5% | +78.4% | +2,303.2% | +1,485.4% |
| All | +136,426.1% | +3,210.3% | +133,215.9% | +20,847.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling