+129,057.6%
KLAC vs MTB
+7,638.9%
+121,418.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.4% |
| 7D | +10.0% | +1.5% | +8.4% | +9.3% |
| 30D | -14.8% | +2.3% | -17.2% | -15.7% |
| 3M | -27.2% | -12.1% | -15.0% | -22.9% |
| 6M | -17.5% | +9.8% | -27.3% | -21.0% |
| YTD | +25.8% | +12.0% | +13.8% | +19.2% |
| 1Y | +31.8% | +22.0% | +9.8% | +20.1% |
| 3Y | +195.3% | +107.6% | +87.7% | +109.7% |
| 5Y | +285.9% | +61.9% | +224.1% | +196.3% |
| 10Y | +2,247.6% | +116.3% | +2,131.3% | +1,355.2% |
| All | +129,057.6% | +7,638.9% | +121,418.7% | +20,671.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling