+25.0%
KLAC vs MOD
-33.9%
+58.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +9.9% | -0.6% | +4.5% |
| 7D | -1.1% | -13.9% | +12.8% | +4.8% |
| 30D | -22.6% | -41.5% | +18.9% | -1.4% |
| 3M | -23.5% | -45.7% | +22.2% | -0.1% |
| 6M | -18.8% | -61.1% | +42.3% | +24.2% |
| YTD | +25.0% | -20.5% | +45.5% | +50.7% |
| All | +25.0% | -33.9% | +58.9% | +57.2% |
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