+3,041.8%
KLAC vs MS
+803.8%
+2,238.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.3% |
| 7D | +10.6% | +2.5% | +8.1% | +8.7% |
| 30D | -4.5% | 0.0% | -4.5% | -4.5% |
| 3M | -10.3% | +2.4% | -12.7% | -11.7% |
| 6M | +40.9% | +36.4% | +4.5% | +14.0% |
| YTD | +56.1% | +23.8% | +32.3% | +34.6% |
| 1Y | +109.0% | +48.6% | +60.4% | +59.5% |
| 3Y | +288.8% | +179.1% | +109.7% | +89.5% |
| 5Y | +489.1% | +144.8% | +344.3% | +210.3% |
| 10Y | +3,041.8% | +794.2% | +2,247.6% | +668.3% |
| All | +3,041.8% | +803.8% | +2,238.0% | +668.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling