+2,047.5%
KLAC vs MOD
+911.6%
+1,135.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.7% | +1.0% | +5.0% |
| 7D | -12.3% | -25.5% | +13.2% | -5.0% |
| 30D | -29.6% | -49.0% | +19.4% | -15.1% |
| 3M | -28.2% | -49.8% | +21.6% | -13.4% |
| 6M | -23.6% | -64.8% | +41.2% | +2.3% |
| YTD | +14.4% | -27.6% | +42.0% | +25.5% |
| 1Y | +15.4% | -35.2% | +50.6% | +29.3% |
| 3Y | +184.3% | +137.1% | +47.2% | +123.9% |
| 5Y | +248.9% | +760.3% | -511.4% | +101.0% |
| All | +2,047.5% | +911.6% | +1,135.9% | +1,117.3% |
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