+2,323.7%
KLAC vs MOD
+822.6%
+1,501.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | +21.2% | +16.1% | +5.1% | +16.2% |
| 30D | -14.5% | -38.5% | +24.0% | -2.1% |
| 3M | -24.4% | -46.8% | +22.4% | -10.2% |
| 6M | -12.9% | -61.6% | +48.6% | +13.8% |
| YTD | +29.9% | -20.5% | +50.5% | +38.8% |
| 1Y | +31.9% | -28.0% | +59.9% | +43.6% |
| 3Y | +201.5% | +134.9% | +66.6% | +136.2% |
| 5Y | +298.6% | +833.2% | -534.6% | +123.5% |
| All | +2,323.7% | +822.6% | +1,501.1% | +1,226.1% |
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