+6,909.6%
KLAC vs MSCI
+2,756.4%
+4,153.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.3% | +7.6% | +7.5% |
| 7D | +5.7% | +0.4% | +5.3% | +5.5% |
| 30D | -3.6% | +0.6% | -4.2% | -4.1% |
| 3M | -12.8% | -7.1% | -5.7% | -11.9% |
| 6M | +26.1% | +0.8% | +25.2% | +21.3% |
| YTD | +53.3% | +1.0% | +52.3% | +46.6% |
| 1Y | +113.7% | +4.3% | +109.4% | +99.0% |
| 3Y | +274.9% | +9.9% | +264.9% | +233.7% |
| 5Y | +470.1% | -6.8% | +476.9% | +445.8% |
| 10Y | +2,997.0% | +614.7% | +2,382.3% | +1,126.6% |
| All | +6,909.6% | +2,756.4% | +4,153.2% | +1,387.2% |
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