+86.4%
META vs KLAC
+281.6%
-195.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.2% | +6.1% | +4.1% |
| 7D | +5.2% | +10.0% | -4.8% | +1.1% |
| 30D | -13.0% | -14.8% | +1.8% | -8.2% |
| 3M | +7.9% | -27.2% | +35.1% | +20.3% |
| 6M | +4.2% | -17.5% | +21.7% | +2.2% |
| YTD | -2.5% | +25.8% | -28.4% | -24.7% |
| 1Y | +5.6% | +31.8% | -26.3% | -20.7% |
| 3Y | +96.8% | +195.3% | -98.5% | -16.7% |
| All | +86.4% | +281.6% | -195.2% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling