+2,247.0%
KLAC vs MOD
+1,079.7%
+1,167.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +27.9% | -31.0% | -11.1% |
| 7D | +10.0% | +40.4% | -30.4% | -1.7% |
| 30D | -14.8% | -14.0% | -0.8% | -12.6% |
| 3M | -27.2% | -33.3% | +6.2% | -20.1% |
| 6M | -17.5% | -51.4% | +34.0% | -0.6% |
| YTD | +25.8% | +1.6% | +24.2% | +23.4% |
| 1Y | +31.8% | +5.4% | +26.4% | +27.5% |
| 3Y | +195.3% | +191.0% | +4.3% | +114.0% |
| 5Y | +285.9% | +1,093.1% | -807.2% | +98.7% |
| All | +2,247.0% | +1,079.7% | +1,167.3% | +1,079.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling