+433.3%
KLAC vs PBR
+552.2%
-118.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.1% |
| 7D | -2.7% | +5.4% | -8.0% | -3.4% |
| 30D | -13.2% | +22.9% | -36.0% | -15.7% |
| 3M | -25.0% | +19.6% | -44.6% | -27.1% |
| 6M | +23.6% | +16.5% | +7.1% | +19.8% |
| YTD | +49.2% | +86.7% | -37.4% | +33.2% |
| 1Y | +89.3% | +74.7% | +14.6% | +70.7% |
| 3Y | +274.4% | +102.6% | +171.8% | +227.8% |
| All | +433.3% | +552.2% | -118.9% | +314.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling