+154,996.0%
KLAC vs MO
+15,083.2%
+139,912.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +6.2% | -2.4% | +8.6% | +6.7% |
| 30D | -5.0% | +3.6% | -8.6% | -5.9% |
| 3M | -14.4% | -3.7% | -10.7% | -14.5% |
| 6M | +28.3% | +4.5% | +23.8% | +25.1% |
| YTD | +51.1% | +21.5% | +29.6% | +41.6% |
| 1Y | +100.4% | +9.5% | +90.9% | +91.8% |
| 3Y | +276.3% | +93.6% | +182.8% | +206.7% |
| 5Y | +452.1% | +97.5% | +354.6% | +342.5% |
| 10Y | +2,986.0% | +111.2% | +2,874.8% | +2,287.0% |
| All | +154,996.0% | +15,083.2% | +139,912.8% | +41,595.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling