+26.2%
KLAC vs MXL
+276.5%
-250.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -11.1% | +7.0% | -1.2% |
| 7D | -5.7% | -24.3% | +18.7% | +1.1% |
| 30D | -27.6% | -46.1% | +18.5% | -16.2% |
| 3M | -23.3% | -21.8% | -1.5% | -20.4% |
| 6M | -12.4% | -27.2% | +14.9% | -7.4% |
| YTD | +23.7% | +226.2% | -202.4% | -24.5% |
| 1Y | +26.2% | +297.0% | -270.8% | -29.7% |
| All | +26.2% | +276.5% | -250.3% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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