+195.3%
KLAC vs MUB
+9.9%
+185.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.9% |
| 7D | +10.0% | -1.3% | +11.3% | +11.0% |
| 30D | -14.8% | +2.2% | -17.0% | -16.5% |
| 3M | -27.2% | -1.6% | -25.5% | -25.4% |
| 6M | -17.5% | -1.3% | -16.2% | -15.6% |
| YTD | +25.8% | -0.7% | +26.5% | +28.5% |
| 1Y | +31.8% | -0.2% | +32.0% | +34.4% |
| 3Y | +195.3% | +9.6% | +185.7% | +172.3% |
| All | +195.3% | +9.9% | +185.4% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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