+26.2%
KLAC vs MTB
+27.0%
-0.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.6% |
| 7D | -5.7% | +2.0% | -7.7% | -6.5% |
| 30D | -27.6% | +2.9% | -30.5% | -28.6% |
| 3M | -23.3% | -10.7% | -12.6% | -18.8% |
| 6M | -12.4% | +6.3% | -18.7% | -16.3% |
| YTD | +23.7% | +13.8% | +9.9% | +12.7% |
| 1Y | +26.2% | +27.7% | -1.6% | +11.3% |
| All | +26.2% | +27.0% | -0.8% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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