+2,249.0%
KLAC vs MS
+614.4%
+1,634.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.1% | +6.2% | +7.1% |
| 7D | -1.1% | +0.7% | -1.9% | -1.3% |
| 30D | -22.6% | -0.9% | -21.7% | -21.7% |
| 3M | -23.5% | -13.0% | -10.5% | -15.5% |
| 6M | -18.8% | -2.0% | -16.8% | -17.2% |
| YTD | +25.0% | +7.8% | +17.3% | +19.0% |
| 1Y | +27.5% | +17.9% | +9.7% | +14.3% |
| 3Y | +206.1% | +174.8% | +31.4% | +51.4% |
| 5Y | +281.0% | +119.9% | +161.2% | +116.4% |
| 10Y | +2,249.0% | +578.8% | +1,670.1% | +624.8% |
| All | +2,249.0% | +614.4% | +1,634.5% | +624.8% |
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