+433.3%
KLAC vs MTB
+104.1%
+329.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.6% | +1.8% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -13.2% | -4.8% | -8.4% | -11.3% |
| 3M | -25.0% | +6.0% | -31.0% | -27.1% |
| 6M | +23.6% | +19.6% | +4.0% | +14.1% |
| YTD | +49.2% | +21.5% | +27.7% | +36.8% |
| 1Y | +89.3% | +24.7% | +64.6% | +71.3% |
| 3Y | +274.4% | +108.6% | +165.8% | +171.6% |
| All | +433.3% | +104.1% | +329.2% | +304.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling