+95.1%
META vs KLAC
+183.2%
-88.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.7% | -5.9% | -0.9% |
| 7D | -0.8% | -12.3% | +11.5% | +2.3% |
| 30D | -15.4% | -29.6% | +14.2% | -7.9% |
| 3M | +3.5% | -28.2% | +31.8% | +11.6% |
| 6M | -0.3% | -23.6% | +23.3% | -0.5% |
| YTD | -7.3% | +14.4% | -21.7% | -21.0% |
| 1Y | -1.1% | +15.4% | -16.5% | -16.3% |
| 3Y | +95.1% | +184.3% | -89.2% | +13.9% |
| All | +95.1% | +183.2% | -88.1% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling