+470.0%
KLAC vs MOD
+1,486.5%
-1,016.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.3% | +3.0% | +5.7% |
| 7D | +5.7% | +9.6% | -3.9% | +2.1% |
| 30D | -3.6% | 0.0% | -3.7% | -3.7% |
| 3M | -12.8% | -35.4% | +22.6% | +3.0% |
| 6M | +26.1% | -7.3% | +33.3% | +30.3% |
| YTD | +53.3% | +45.8% | +7.5% | +33.8% |
| 1Y | +113.7% | +43.1% | +70.5% | +85.1% |
| 3Y | +274.9% | +297.7% | -22.8% | +109.1% |
| All | +470.0% | +1,486.5% | -1,016.4% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling