+452.1%
KLAC vs MP
+66.1%
+386.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.8% |
| 7D | +6.2% | -0.7% | +6.9% | +6.4% |
| 30D | -5.0% | -0.7% | -4.3% | -5.0% |
| 3M | -14.4% | 0.0% | -14.4% | -14.5% |
| 6M | +28.3% | -10.0% | +38.2% | +29.3% |
| YTD | +51.1% | +7.5% | +43.6% | +45.5% |
| 1Y | +100.4% | -14.0% | +114.4% | +97.1% |
| 3Y | +276.3% | +153.5% | +122.8% | +148.7% |
| 5Y | +452.1% | +62.7% | +389.3% | +312.7% |
| All | +452.1% | +66.1% | +386.0% | +312.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling