+48.9%
MSFT vs KLAC
+271.4%
-222.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.1% |
| 7D | -1.0% | +6.2% | -7.2% | -1.8% |
| 30D | -2.7% | -5.0% | +2.3% | -2.2% |
| 3M | +22.1% | -14.4% | +36.5% | +21.3% |
| 6M | +20.6% | +28.3% | -7.7% | +10.1% |
| YTD | +2.3% | +51.1% | -48.8% | -11.2% |
| 1Y | -0.5% | +100.4% | -100.9% | -19.9% |
| All | +48.9% | +271.4% | -222.5% | -2.5% |
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 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