+274.4%
KLAC vs MO
+96.1%
+178.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.1% |
| 7D | -2.7% | +0.1% | -2.8% | -2.6% |
| 30D | -13.2% | +7.1% | -20.3% | -9.6% |
| 3M | -25.0% | -2.0% | -23.1% | -24.8% |
| 6M | +23.6% | +7.3% | +16.3% | +29.5% |
| YTD | +49.2% | +23.5% | +25.8% | +65.8% |
| 1Y | +89.3% | +11.0% | +78.3% | +103.1% |
| 3Y | +274.4% | +95.0% | +179.4% | +361.3% |
| All | +274.4% | +96.1% | +178.3% | +361.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 3y: compounded portfolio wealth divided by compounded MO 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…
3y analysis · Full analysis span regression · 6 months rolling