+25.0%
KLAC vs MS
+16.8%
+8.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.1% | +6.2% | +6.5% |
| 7D | -1.1% | +0.7% | -1.9% | -1.3% |
| 30D | -22.6% | -0.9% | -21.7% | -21.4% |
| 3M | -23.5% | -13.0% | -10.5% | -13.5% |
| 6M | -18.8% | -2.0% | -16.8% | -16.8% |
| YTD | +25.0% | +7.8% | +17.3% | +16.4% |
| All | +25.0% | +16.8% | +8.2% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling