+3,041.8%
KLAC vs MSTR
+696.8%
+2,344.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.2% | +2.6% |
| 7D | +10.6% | +9.3% | +1.3% | +8.4% |
| 30D | -4.5% | +36.5% | -41.0% | -10.7% |
| 3M | -10.3% | +7.3% | -17.6% | -13.0% |
| 6M | +40.9% | +2.2% | +38.7% | +36.7% |
| YTD | +56.1% | -10.2% | +66.3% | +52.6% |
| 1Y | +109.0% | -58.6% | +167.6% | +134.9% |
| 3Y | +288.8% | +283.2% | +5.7% | +136.4% |
| 5Y | +489.1% | +113.8% | +375.4% | +249.8% |
| 10Y | +3,041.8% | +690.7% | +2,351.0% | +810.5% |
| All | +3,041.8% | +696.8% | +2,344.9% | +810.5% |
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