+2,323.7%
KLAC vs MNST
+336.2%
+1,987.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | +21.2% | -4.7% | +25.9% | +24.0% |
| 30D | -14.5% | +5.2% | -19.7% | -17.3% |
| 3M | -24.4% | -0.9% | -23.5% | -24.9% |
| 6M | -12.9% | +6.1% | -19.1% | -17.4% |
| YTD | +29.9% | +18.9% | +11.1% | +14.9% |
| 1Y | +31.9% | +29.3% | +2.6% | +11.1% |
| 3Y | +201.5% | +64.9% | +136.7% | +110.2% |
| 5Y | +298.6% | +98.0% | +200.6% | +141.4% |
| All | +2,323.7% | +336.2% | +1,987.5% | +950.2% |
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