+26.3%
KLAC vs MOD
-35.8%
+62.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +2.5% |
| 7D | -2.1% | -17.8% | +15.8% | +6.2% |
| 30D | -21.8% | -43.2% | +21.5% | +1.1% |
| 3M | -20.5% | -46.0% | +25.5% | +4.0% |
| 6M | -18.0% | -62.2% | +44.3% | +27.3% |
| YTD | +26.4% | -22.8% | +49.2% | +54.4% |
| 1Y | +26.3% | -35.5% | +61.8% | +61.1% |
| All | +26.3% | -35.8% | +62.1% | +61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling