+2,249.0%
KLAC vs MNST
+316.3%
+1,932.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.2% | +9.5% | +9.4% |
| 7D | -1.1% | -5.0% | +3.8% | +1.3% |
| 30D | -22.6% | +4.6% | -27.2% | -24.9% |
| 3M | -23.5% | +1.0% | -24.5% | -24.8% |
| 6M | -18.8% | +5.8% | -24.6% | -22.8% |
| YTD | +25.0% | +19.1% | +6.0% | +10.5% |
| 1Y | +27.5% | +30.9% | -3.4% | +6.7% |
| 3Y | +206.1% | +65.7% | +140.4% | +113.0% |
| 5Y | +281.0% | +99.0% | +182.1% | +130.6% |
| 10Y | +2,249.0% | +313.1% | +1,935.9% | +962.1% |
| All | +2,249.0% | +316.3% | +1,932.7% | +962.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 10y: compounded portfolio wealth divided by compounded MNST 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…
10y analysis · Full analysis span regression · 6 months rolling