+252.2%
KLAC vs MNST
+100.5%
+151.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -4.4% | +11.1% | +8.2% |
| 7D | -12.3% | -3.4% | -8.9% | -11.4% |
| 30D | -29.6% | +6.6% | -36.3% | -31.5% |
| 3M | -28.2% | -2.9% | -25.4% | -28.1% |
| 6M | -23.6% | +18.4% | -42.0% | -29.7% |
| YTD | +14.4% | +19.3% | -4.9% | +4.6% |
| 1Y | +15.4% | +37.9% | -22.5% | -0.8% |
| 3Y | +184.3% | +62.9% | +121.4% | +122.0% |
| All | +252.2% | +100.5% | +151.7% | +119.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling