+661.2%
MU vs KLAC
+101.9%
+559.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +6.0% | +5.6% |
| 7D | +7.5% | +6.2% | +1.3% | +1.5% |
| 30D | +19.4% | -5.0% | +24.4% | +24.4% |
| 3M | +9.8% | -14.4% | +24.2% | +23.9% |
| 6M | +164.1% | +28.3% | +135.8% | +113.2% |
| YTD | +260.3% | +51.1% | +209.2% | +137.4% |
| 1Y | +661.2% | +100.4% | +560.8% | +298.7% |
| All | +661.2% | +101.9% | +559.3% | +298.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling