+274.4%
KLAC vs MRSH
-4.9%
+279.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +1.9% |
| 7D | -2.7% | -4.8% | +2.1% | -4.3% |
| 30D | -13.2% | -6.3% | -6.8% | -15.0% |
| 3M | -25.0% | +5.8% | -30.8% | -23.4% |
| 6M | +23.6% | +2.8% | +20.8% | +26.5% |
| YTD | +49.2% | -3.1% | +52.3% | +52.8% |
| 1Y | +89.3% | -11.3% | +100.6% | +95.9% |
| 3Y | +274.4% | -5.0% | +279.3% | +284.4% |
| All | +274.4% | -4.9% | +279.2% | +284.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling