+1,511.3%
META vs KLAC
+4,861.6%
-3,350.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.7% | -5.9% | -1.7% |
| 7D | -0.8% | -12.3% | +11.5% | +3.9% |
| 30D | -15.4% | -29.6% | +14.2% | -3.9% |
| 3M | +3.5% | -28.2% | +31.8% | +15.7% |
| 6M | -0.3% | -23.6% | +23.3% | +2.3% |
| YTD | -7.3% | +14.4% | -21.7% | -21.5% |
| 1Y | -1.1% | +15.4% | -16.5% | -16.9% |
| 3Y | +95.1% | +184.3% | -89.2% | +3.5% |
| 5Y | +80.6% | +248.9% | -168.3% | -14.0% |
| 10Y | +410.1% | +2,076.9% | -1,666.8% | +14.8% |
| All | +1,511.3% | +4,861.6% | -3,350.3% | +169.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling