+2,023.6%
KLAC vs MRNA
+521.0%
+1,502.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.9% | -3.2% |
| 7D | +2.5% | -8.2% | +10.7% | +3.0% |
| 30D | -11.5% | +125.6% | -137.1% | -21.2% |
| 3M | -16.9% | +197.1% | -214.0% | -29.4% |
| 6M | +22.2% | +148.5% | -126.3% | +6.2% |
| YTD | +46.4% | +363.3% | -316.9% | +17.0% |
| 1Y | +91.0% | +462.0% | -371.0% | +48.3% |
| 3Y | +264.6% | +26.9% | +237.6% | +223.4% |
| 5Y | +430.6% | -69.6% | +500.2% | +403.1% |
| All | +2,023.6% | +521.0% | +1,502.6% | +1,714.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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