+184.3%
KLAC vs MSTR
+179.7%
+4.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.3% | +7.0% | +6.7% |
| 7D | -12.3% | -1.2% | -11.1% | -12.0% |
| 30D | -29.6% | -15.9% | -13.7% | -27.9% |
| 3M | -28.2% | +33.1% | -61.4% | -31.6% |
| 6M | -23.6% | -31.0% | +7.4% | -20.8% |
| YTD | +14.4% | -15.1% | +29.5% | +13.3% |
| 1Y | +15.4% | -45.6% | +61.1% | +21.0% |
| 3Y | +184.3% | +180.5% | +3.8% | +181.9% |
| All | +184.3% | +179.7% | +4.6% | +181.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling