+62.8%
META vs KLAC
+468.7%
-405.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.3% | -6.3% | -1.9% |
| 7D | +6.7% | +5.7% | +1.0% | +4.2% |
| 30D | +4.8% | -3.6% | +8.4% | +5.8% |
| 3M | -1.6% | -12.8% | +11.2% | -2.5% |
| 6M | -7.5% | +26.1% | -33.5% | -24.2% |
| YTD | -6.4% | +53.3% | -59.7% | -31.9% |
| 1Y | -17.3% | +113.7% | -131.0% | -50.1% |
| 3Y | +109.9% | +274.9% | -165.0% | -17.8% |
| All | +62.8% | +468.7% | -405.9% | -51.5% |
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 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