+26.2%
KLAC vs PBR
+74.7%
-48.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.0% | +2.9% | -4.8% |
| 7D | -5.7% | -11.0% | +5.3% | -6.8% |
| 30D | -27.6% | -18.8% | -8.8% | -29.1% |
| 3M | -23.3% | +7.8% | -31.1% | -22.2% |
| 6M | -12.4% | -7.6% | -4.8% | -12.2% |
| YTD | +23.7% | +72.7% | -48.9% | +24.7% |
| 1Y | +26.2% | +72.9% | -46.8% | +27.2% |
| All | +26.2% | +74.7% | -48.5% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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