+0.8%
META vs KLAC
+25.7%
-24.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.5% | +2.0% |
| 7D | +2.9% | -5.7% | +8.5% | +3.7% |
| 30D | -15.1% | -27.6% | +12.5% | -11.6% |
| 3M | +7.2% | -23.3% | +30.5% | +10.7% |
| 6M | +3.4% | -12.4% | +15.7% | -3.3% |
| YTD | -4.3% | +23.7% | -28.0% | -17.2% |
| 1Y | +0.8% | +26.2% | -25.4% | -13.4% |
| All | +0.8% | +25.7% | -24.9% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KLAC.
Daily Out/Under-Performance
Portfolio return minus KLAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KLAC 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 KLAC 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