+252.2%
KLAC vs MSCI
+3.6%
+248.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.3% | +9.0% | +7.7% |
| 7D | -12.3% | +2.8% | -15.1% | -13.5% |
| 30D | -29.6% | +15.4% | -45.1% | -34.4% |
| 3M | -28.2% | +13.4% | -41.7% | -32.8% |
| 6M | -23.6% | +10.9% | -34.5% | -30.0% |
| YTD | +14.4% | +13.0% | +1.4% | +2.3% |
| 1Y | +15.4% | +12.0% | +3.4% | +3.6% |
| 3Y | +184.3% | +34.1% | +150.2% | +114.6% |
| All | +252.2% | +3.6% | +248.6% | +203.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 5y: compounded portfolio wealth divided by compounded MSCI 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…
5y analysis · Full analysis span regression · 6 months rolling