+796.2%
KLAC vs MP
+271.0%
+525.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +5.1% |
| 7D | +7.5% | +2.3% | +5.2% | +7.2% |
| 30D | -15.3% | -15.3% | 0.0% | -12.3% |
| 3M | -19.6% | -33.5% | +13.9% | -13.1% |
| 6M | -12.5% | -45.5% | +33.0% | -2.2% |
| YTD | +33.0% | -27.3% | +60.3% | +39.1% |
| 1Y | +35.9% | -40.7% | +76.6% | +47.1% |
| 3Y | +208.6% | +145.9% | +62.8% | +121.5% |
| 5Y | +309.5% | -13.9% | +323.4% | +257.9% |
| All | +796.2% | +271.0% | +525.2% | +604.1% |
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