+4,173.7%
KLAC vs P
+485.4%
+3,688.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.4% | +5.9% | +6.8% |
| 7D | +5.7% | +6.5% | -0.8% | +3.2% |
| 30D | -3.6% | +18.8% | -22.5% | -10.6% |
| 3M | -12.8% | +26.7% | -39.6% | -20.5% |
| 6M | +26.1% | +62.2% | -36.1% | +3.4% |
| YTD | +53.3% | +48.5% | +4.8% | +29.3% |
| 1Y | +113.7% | +26.4% | +87.3% | +85.7% |
| 3Y | +274.9% | +159.4% | +115.5% | +132.2% |
| 5Y | +470.1% | +275.8% | +194.4% | +203.5% |
| 10Y | +2,997.0% | +732.0% | +2,265.0% | +1,220.1% |
| All | +4,173.7% | +485.4% | +3,688.4% | +1,720.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling