+951.9%
KLAC vs MP
+459.3%
+492.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.5% |
| 7D | +10.6% | +3.0% | +7.6% | +10.0% |
| 30D | -4.5% | +8.3% | -12.8% | -6.2% |
| 3M | -10.3% | -3.8% | -6.4% | -9.8% |
| 6M | +40.9% | -4.9% | +45.8% | +40.6% |
| YTD | +56.1% | +9.6% | +46.5% | +50.7% |
| 1Y | +109.0% | -11.7% | +120.7% | +105.5% |
| 3Y | +288.8% | +158.5% | +130.3% | +178.2% |
| 5Y | +489.1% | +68.9% | +420.2% | +359.5% |
| All | +951.9% | +459.3% | +492.6% | +662.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling