+35.9%
KLAC vs MSTR
-48.3%
+84.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.2% | +5.1% |
| 7D | +7.5% | -14.2% | +21.7% | +10.4% |
| 30D | -15.3% | -19.9% | +4.6% | -12.2% |
| 3M | -19.6% | +27.3% | -46.9% | -22.8% |
| 6M | -12.5% | -37.6% | +25.0% | -5.9% |
| YTD | +33.0% | -19.5% | +52.5% | +29.6% |
| 1Y | +35.9% | -47.1% | +83.0% | +41.8% |
| All | +35.9% | -48.3% | +84.2% | +41.8% |
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