+279.1%
KLAC vs MTB
+112.6%
+166.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +6.2% | +1.1% | +5.1% | +5.6% |
| 30D | -5.0% | -4.6% | -0.4% | -2.9% |
| 3M | -14.4% | +6.3% | -20.7% | -17.1% |
| 6M | +28.3% | +15.6% | +12.7% | +19.3% |
| YTD | +51.1% | +20.6% | +30.5% | +37.8% |
| 1Y | +100.4% | +22.5% | +77.8% | +81.0% |
| All | +279.1% | +112.6% | +166.5% | +175.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling