+132.6%
KLAC vs MULL
+1,230.7%
-1,098.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.2% | +2.0% | -1.8% |
| 7D | +10.0% | +24.5% | -14.5% | +3.5% |
| 30D | -14.8% | -35.5% | +20.7% | -7.3% |
| 3M | -27.2% | -44.8% | +17.6% | -18.9% |
| 6M | -17.5% | -45.5% | +28.0% | -15.2% |
| YTD | +25.8% | +232.5% | -206.7% | -22.4% |
| 1Y | +31.8% | +343.3% | -311.4% | -26.2% |
| All | +132.6% | +1,230.7% | -1,098.1% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling