+906.2%
MU vs KLAC
+203.2%
+703.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.3% | -3.1% | -2.1% |
| 7D | -12.0% | -1.1% | -10.9% | -10.6% |
| 30D | -28.7% | -22.6% | -6.1% | -10.5% |
| 3M | -16.4% | -23.5% | +7.1% | +5.1% |
| 6M | -1.8% | -18.8% | +17.0% | +16.8% |
| YTD | +157.1% | +25.0% | +132.0% | +104.2% |
| 1Y | +208.5% | +27.5% | +181.0% | +141.9% |
| 3Y | +906.2% | +206.1% | +700.0% | +278.2% |
| All | +906.2% | +203.2% | +703.0% | +278.2% |
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