+2,381.5%
KLAC vs MOD
+915.9%
+1,465.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.5% | +1.7% | +4.2% |
| 7D | +7.5% | +8.2% | -0.7% | +5.4% |
| 30D | -15.3% | -38.2% | +22.9% | -3.2% |
| 3M | -19.6% | -46.2% | +26.6% | -4.8% |
| 6M | -12.5% | -62.5% | +50.0% | +15.1% |
| YTD | +33.0% | -20.1% | +53.1% | +41.8% |
| 1Y | +35.9% | -29.7% | +65.6% | +48.9% |
| 3Y | +208.6% | +136.2% | +72.4% | +141.4% |
| 5Y | +309.5% | +820.4% | -510.9% | +130.1% |
| 10Y | +2,381.5% | +839.8% | +1,541.7% | +1,261.7% |
| All | +2,381.5% | +915.9% | +1,465.6% | +1,261.7% |
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