+31.9%
KLAC vs P
+24.7%
+7.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.4% | -5.7% | -3.7% |
| 7D | +21.2% | +17.8% | +3.4% | +13.3% |
| 30D | -14.5% | -29.9% | +15.3% | -2.6% |
| 3M | -24.4% | -1.2% | -23.2% | -25.0% |
| 6M | -12.9% | +32.1% | -45.1% | -24.6% |
| YTD | +29.9% | +64.3% | -34.4% | +5.2% |
| 1Y | +31.9% | +24.3% | +7.6% | +8.3% |
| All | +31.9% | +24.7% | +7.2% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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