+26.2%
KLAC vs MOD
-33.0%
+59.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -21.4% | +17.3% | +5.8% |
| 7D | -5.7% | -31.3% | +25.7% | +11.0% |
| 30D | -27.6% | -46.1% | +18.5% | -4.7% |
| 3M | -23.3% | -51.1% | +27.9% | +4.8% |
| 6M | -12.4% | -62.1% | +49.7% | +35.9% |
| YTD | +23.7% | -26.2% | +49.9% | +54.0% |
| 1Y | +26.2% | -32.6% | +58.7% | +59.0% |
| All | +26.2% | -33.0% | +59.2% | +59.0% |
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