+1.9%
META vs KLAC
+26.0%
-24.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +3.3% | -2.1% | +5.3% | +3.3% |
| 30D | -10.8% | -21.8% | +11.0% | -8.2% |
| 3M | +7.9% | -20.5% | +28.4% | +10.6% |
| 6M | +5.4% | -18.0% | +23.3% | +1.0% |
| YTD | -2.6% | +26.4% | -29.0% | -15.3% |
| 1Y | +1.9% | +26.3% | -24.4% | -11.5% |
| All | +1.9% | +26.0% | -24.1% | -11.5% |
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