+132,382.8%
MSFT vs KLAC
+157,447.5%
-25,064.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.3% | +0.1% |
| 7D | -0.8% | -2.7% | +1.9% | -0.2% |
| 30D | +0.8% | -13.2% | +14.0% | +4.3% |
| 3M | +27.2% | -25.0% | +52.2% | +33.5% |
| 6M | +22.9% | +23.6% | -0.7% | +11.0% |
| YTD | +3.1% | +49.2% | -46.1% | -12.7% |
| 1Y | -0.3% | +89.3% | -89.6% | -21.4% |
| 3Y | +50.1% | +274.4% | -224.3% | -5.4% |
| 5Y | +74.6% | +440.9% | -366.3% | -2.0% |
| 10Y | +893.0% | +2,947.7% | -2,054.7% | +244.2% |
| All | +132,382.8% | +157,447.5% | -25,064.7% | +14,543.0% |
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