+100.4%
KLAC vs MSTR
-59.8%
+160.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -2.8% |
| 7D | +6.2% | +7.7% | -1.5% | +4.6% |
| 30D | -5.0% | +36.3% | -41.3% | -10.7% |
| 3M | -14.4% | +13.4% | -27.8% | -16.8% |
| 6M | +28.3% | -4.5% | +32.8% | +27.4% |
| YTD | +51.1% | -12.7% | +63.8% | +48.1% |
| 1Y | +100.4% | -59.6% | +160.0% | +156.4% |
| All | +100.4% | -59.8% | +160.2% | +156.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling