+670.9%
KLAC vs MP
+257.7%
+413.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.9% | +1.7% | +5.7% |
| 7D | -12.3% | -10.5% | -1.8% | -10.2% |
| 30D | -29.6% | -23.5% | -6.1% | -25.7% |
| 3M | -28.2% | -25.4% | -2.8% | -24.3% |
| 6M | -23.6% | -51.3% | +27.7% | -12.8% |
| YTD | +14.4% | -29.9% | +44.3% | +20.5% |
| 1Y | +15.4% | -31.8% | +47.3% | +21.6% |
| 3Y | +184.3% | +127.0% | +57.3% | +107.3% |
| 5Y | +248.9% | -3.3% | +252.2% | +201.3% |
| All | +670.9% | +257.7% | +413.2% | +509.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling