-17.8%
KLAC vs P
+24.1%
-41.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +6.3% | +3.0% | +6.0% |
| 7D | -1.1% | -9.6% | +8.5% | +4.2% |
| 30D | -22.6% | -33.4% | +10.8% | -6.4% |
| 3M | -23.5% | +14.2% | -37.7% | -31.6% |
| All | -17.8% | +24.1% | -41.8% | -32.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling