+195.3%
KLAC vs MS
+177.9%
+17.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -3.9% | -3.8% |
| 7D | +10.0% | +5.1% | +4.9% | +6.1% |
| 30D | -14.8% | +5.7% | -20.5% | -17.8% |
| 3M | -27.2% | -12.2% | -15.0% | -19.7% |
| 6M | -17.5% | -0.5% | -17.0% | -16.6% |
| YTD | +25.8% | +9.8% | +16.0% | +18.0% |
| 1Y | +31.8% | +17.7% | +14.1% | +18.0% |
| 3Y | +195.3% | +176.8% | +18.5% | +66.6% |
| All | +195.3% | +177.9% | +17.4% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling