+3,385.8%
KLAC vs P
+504.9%
+2,880.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +6.3% | +3.0% | +6.9% |
| 7D | -1.1% | -9.6% | +8.5% | +3.0% |
| 30D | -22.6% | -33.4% | +10.8% | -9.9% |
| 3M | -23.5% | +14.2% | -37.7% | -28.4% |
| 6M | -18.8% | +31.6% | -50.4% | -28.5% |
| YTD | +25.0% | +53.5% | -28.4% | +3.5% |
| 1Y | +27.5% | +14.2% | +13.4% | +14.4% |
| 3Y | +206.1% | +190.5% | +15.6% | +80.8% |
| 5Y | +281.0% | +256.3% | +24.7% | +104.8% |
| 10Y | +2,249.0% | +707.9% | +1,541.1% | +885.2% |
| All | +3,385.8% | +504.9% | +2,880.8% | +1,356.7% |
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