+286.1%
KLAC vs MP
-13.0%
+299.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.7% | -4.0% |
| 7D | +10.0% | +9.5% | +0.5% | +7.7% |
| 30D | -14.8% | -3.0% | -11.8% | -14.1% |
| 3M | -27.2% | -30.4% | +3.2% | -21.2% |
| 6M | -17.5% | -39.2% | +21.7% | -8.4% |
| YTD | +25.8% | -23.3% | +49.1% | +30.5% |
| 1Y | +31.8% | -32.6% | +64.5% | +40.1% |
| 3Y | +195.3% | +159.3% | +36.0% | +83.2% |
| All | +286.1% | -13.0% | +299.1% | +233.1% |
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 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