+375.1%
META vs KLAC
+3,032.9%
-2,657.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -1.3% |
| 7D | +6.0% | +10.6% | -4.5% | +1.7% |
| 30D | +3.6% | -4.5% | +8.1% | +5.1% |
| 3M | +4.9% | -10.3% | +15.1% | +3.8% |
| 6M | -4.7% | +40.9% | -45.6% | -23.9% |
| YTD | -6.9% | +56.1% | -63.0% | -30.3% |
| 1Y | -18.2% | +109.0% | -127.2% | -47.1% |
| 3Y | +107.8% | +288.8% | -181.1% | -6.0% |
| 5Y | +63.9% | +489.1% | -425.2% | -39.7% |
| 10Y | +375.1% | +3,041.8% | -2,666.7% | -23.0% |
| All | +375.1% | +3,032.9% | -2,657.8% | -23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling