+2,247.0%
KLAC vs MSTR
+461.5%
+1,785.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.7% | -2.7% |
| 7D | +10.0% | -13.4% | +23.4% | +12.9% |
| 30D | -14.8% | -22.1% | +7.3% | -10.8% |
| 3M | -27.2% | +15.0% | -42.1% | -30.0% |
| 6M | -17.5% | -37.3% | +19.8% | -12.1% |
| YTD | +25.8% | -26.5% | +52.4% | +27.1% |
| 1Y | +31.8% | -46.5% | +78.3% | +40.9% |
| 3Y | +195.3% | +121.1% | +74.2% | +101.1% |
| 5Y | +285.9% | +37.5% | +248.4% | +149.7% |
| All | +2,247.0% | +461.5% | +1,785.5% | +577.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 10y: compounded portfolio wealth divided by compounded MSTR 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…
10y analysis · Full analysis span regression · 6 months rolling