+188.6%
KLAC vs MULL
+2,481.0%
-2,292.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +2.6% |
| 7D | +10.6% | +14.0% | -3.4% | +7.0% |
| 30D | -4.5% | +24.8% | -29.3% | -10.4% |
| 3M | -10.3% | -16.1% | +5.9% | -12.0% |
| 6M | +40.9% | +330.9% | -290.0% | -13.6% |
| YTD | +56.1% | +545.0% | -488.9% | -15.5% |
| 1Y | +109.0% | +2,427.1% | -2,318.1% | -24.3% |
| All | +188.6% | +2,481.0% | -2,292.5% | -12.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling