+3,041.8%
KLAC vs MOD
+1,504.3%
+1,537.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.2% |
| 7D | +10.6% | +6.3% | +4.3% | +8.7% |
| 30D | -4.5% | -1.7% | -2.8% | -4.1% |
| 3M | -10.3% | -30.1% | +19.9% | -0.3% |
| 6M | +40.9% | +2.7% | +38.2% | +41.0% |
| YTD | +56.1% | +44.1% | +12.0% | +41.9% |
| 1Y | +109.0% | +38.7% | +70.3% | +90.3% |
| 3Y | +288.8% | +309.8% | -20.9% | +161.3% |
| 5Y | +489.1% | +1,569.7% | -1,080.6% | +183.1% |
| 10Y | +3,041.8% | +1,520.5% | +1,521.3% | +1,333.5% |
| All | +3,041.8% | +1,504.3% | +1,537.5% | +1,333.5% |
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