+26.2%
KLAC vs MULL
+444.9%
-418.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -13.8% | +9.7% | -0.7% |
| 7D | -5.7% | -35.9% | +30.3% | +4.7% |
| 30D | -27.6% | -47.3% | +19.8% | -16.3% |
| 3M | -23.3% | -30.6% | +7.3% | -18.3% |
| 6M | -12.4% | +13.7% | -26.1% | -21.7% |
| YTD | +23.7% | +272.1% | -248.4% | -16.6% |
| 1Y | +26.2% | +475.1% | -448.9% | -22.5% |
| All | +26.2% | +444.9% | -418.7% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling