+153,071.2%
KLAC vs PAYX
+35,385.9%
+117,685.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.4% | +1.7% |
| 7D | -2.7% | -4.9% | +2.2% | -0.4% |
| 30D | -13.2% | -3.8% | -9.4% | -11.9% |
| 3M | -25.0% | +17.9% | -42.9% | -32.6% |
| 6M | +23.6% | +26.1% | -2.5% | +5.7% |
| YTD | +49.2% | +6.7% | +42.5% | +37.4% |
| 1Y | +89.3% | -10.7% | +100.1% | +89.5% |
| 3Y | +274.4% | +7.0% | +267.4% | +235.7% |
| 5Y | +440.9% | +22.6% | +418.3% | +357.3% |
| 10Y | +2,947.7% | +166.5% | +2,781.2% | +1,689.7% |
| All | +153,071.2% | +35,385.9% | +117,685.3% | +23,377.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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