+73.5%
MSFT vs KLAC
+429.9%
-356.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.9% |
| 7D | -3.5% | +2.5% | -5.9% | -4.2% |
| 30D | -2.1% | -11.5% | +9.4% | +0.5% |
| 3M | +24.2% | -16.9% | +41.1% | +24.9% |
| 6M | +21.9% | +22.2% | -0.4% | +7.3% |
| YTD | +2.5% | +46.4% | -43.9% | -16.8% |
| 1Y | -0.8% | +91.0% | -91.8% | -27.4% |
| 3Y | +50.8% | +264.6% | -213.8% | -21.6% |
| 5Y | +73.5% | +430.6% | -357.1% | -27.7% |
| All | +73.5% | +429.9% | -356.4% | -27.7% |
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