+26.2%
KLAC vs MRSH
+20.0%
+6.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.3% | -7.4% | -1.0% |
| 7D | -5.7% | +9.4% | -15.1% | +2.7% |
| 30D | -27.6% | +23.4% | -51.0% | -11.4% |
| 3M | -23.3% | +9.9% | -33.2% | -15.0% |
| 6M | -12.4% | +26.0% | -38.4% | +12.4% |
| YTD | +23.7% | +15.2% | +8.5% | +51.9% |
| 1Y | +26.2% | +18.4% | +7.8% | +60.5% |
| All | +26.2% | +20.0% | +6.2% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling