+117,330.7%
KLAC vs MOD
+1,638.7%
+115,692.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.7% | +1.0% | +5.1% |
| 7D | -12.3% | -25.5% | +13.2% | -5.2% |
| 30D | -29.6% | -49.0% | +19.4% | -15.6% |
| 3M | -28.2% | -49.8% | +21.6% | -13.9% |
| 6M | -23.6% | -64.8% | +41.2% | +1.6% |
| YTD | +14.4% | -27.6% | +42.0% | +23.6% |
| 1Y | +15.4% | -35.2% | +50.6% | +27.5% |
| 3Y | +184.3% | +137.1% | +47.2% | +111.4% |
| 5Y | +248.9% | +760.3% | -511.4% | +77.5% |
| 10Y | +2,076.9% | +938.8% | +1,138.1% | +761.0% |
| All | +117,330.7% | +1,638.7% | +115,692.0% | +28,293.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling