+160,142.9%
KLAC vs MTB
+8,245.1%
+151,897.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.1% |
| 7D | +10.6% | +2.8% | +7.8% | +9.2% |
| 30D | -4.5% | -4.2% | -0.3% | -2.7% |
| 3M | -10.3% | +7.8% | -18.0% | -13.4% |
| 6M | +40.9% | +14.8% | +26.1% | +32.2% |
| YTD | +56.1% | +20.8% | +35.3% | +43.2% |
| 1Y | +109.0% | +23.1% | +85.9% | +89.6% |
| 3Y | +288.8% | +114.8% | +174.0% | +170.9% |
| 5Y | +489.1% | +103.3% | +385.9% | +306.8% |
| 10Y | +3,041.8% | +173.0% | +2,868.8% | +1,654.4% |
| All | +160,142.9% | +8,245.1% | +151,897.9% | +24,838.1% |
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