+116,212.7%
KLAC vs MTCH
+14,593.1%
+101,619.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.1% | -3.4% |
| 7D | +2.5% | -1.4% | +3.9% | +2.8% |
| 30D | -11.5% | +13.6% | -25.2% | -14.9% |
| 3M | -16.9% | +22.4% | -39.3% | -22.2% |
| 6M | +22.2% | +37.2% | -14.9% | +10.6% |
| YTD | +46.4% | +31.8% | +14.6% | +33.5% |
| 1Y | +91.0% | +12.9% | +78.1% | +81.7% |
| 3Y | +264.6% | -1.1% | +265.7% | +247.4% |
| 5Y | +430.6% | -73.5% | +504.1% | +603.3% |
| 10Y | +2,889.3% | +200.7% | +2,688.6% | +1,800.4% |
| All | +116,212.7% | +14,593.1% | +101,619.6% | +45,643.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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