+2,896.3%
KLAC vs PBR
+697.0%
+2,199.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.1% |
| 7D | -2.7% | +5.4% | -8.0% | -3.8% |
| 30D | -13.2% | +22.9% | -36.0% | -17.2% |
| 3M | -25.0% | +19.6% | -44.6% | -28.3% |
| 6M | +23.6% | +16.5% | +7.1% | +18.0% |
| YTD | +49.2% | +86.7% | -37.4% | +27.2% |
| 1Y | +89.3% | +74.7% | +14.6% | +63.5% |
| 3Y | +274.4% | +102.6% | +171.8% | +207.8% |
| 5Y | +440.9% | +566.6% | -125.6% | +216.6% |
| All | +2,896.3% | +697.0% | +2,199.4% | +1,412.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling