+5,678.0%
KLAC vs MSCI
+3,174.4%
+2,503.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.3% |
| 7D | -2.1% | +2.7% | -4.7% | -3.3% |
| 30D | -21.8% | +16.2% | -38.0% | -27.5% |
| 3M | -20.5% | +17.1% | -37.6% | -26.8% |
| 6M | -18.0% | +13.0% | -31.0% | -25.3% |
| YTD | +26.4% | +15.8% | +10.6% | +12.6% |
| 1Y | +26.3% | +15.5% | +10.8% | +12.5% |
| 3Y | +193.3% | +32.3% | +160.9% | +137.4% |
| 5Y | +297.2% | +8.2% | +289.0% | +252.6% |
| 10Y | +2,288.0% | +800.7% | +1,487.3% | +749.7% |
| All | +5,678.0% | +3,174.4% | +2,503.7% | +1,042.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling