+46.2%
MSFT vs KLAC
+194.3%
-148.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.3% | +0.5% |
| 7D | -1.3% | +10.0% | -11.3% | -2.4% |
| 30D | -1.8% | -14.8% | +13.0% | -0.4% |
| 3M | +5.6% | -27.2% | +32.8% | +8.8% |
| 6M | +29.8% | -17.5% | +47.3% | +27.1% |
| YTD | +9.0% | +25.8% | -16.8% | -3.7% |
| 1Y | +4.9% | +31.8% | -26.9% | -8.5% |
| 3Y | +46.2% | +195.3% | -149.1% | +0.7% |
| All | +46.2% | +194.3% | -148.1% | +0.7% |
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 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