+113.7%
KLAC vs MOD
+45.0%
+68.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.3% | +3.0% | +5.2% |
| 7D | +5.7% | +9.6% | -3.9% | +1.1% |
| 30D | -3.6% | 0.0% | -3.7% | -3.8% |
| 3M | -12.8% | -35.4% | +22.6% | +6.2% |
| 6M | +26.1% | -7.3% | +33.3% | +33.9% |
| YTD | +53.3% | +45.8% | +7.5% | +39.2% |
| 1Y | +113.7% | +43.1% | +70.5% | +94.8% |
| All | +113.7% | +45.0% | +68.7% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling