+113.7%
KLAC vs MP
-17.4%
+131.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.4% | +5.9% | +7.0% |
| 7D | +5.7% | -2.9% | +8.6% | +6.5% |
| 30D | -3.6% | +13.8% | -17.4% | -7.1% |
| 3M | -12.8% | -16.7% | +3.9% | -10.7% |
| 6M | +26.1% | -11.5% | +37.5% | +25.9% |
| YTD | +53.3% | +7.9% | +45.4% | +48.0% |
| 1Y | +113.7% | -15.0% | +128.7% | +106.6% |
| All | +113.7% | -17.4% | +131.1% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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