+8,033.0%
KLAC vs PBR
+1,899.4%
+6,133.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | -2.7% | +5.4% | -8.0% | -4.0% |
| 30D | -13.2% | +22.9% | -36.0% | -17.7% |
| 3M | -25.0% | +19.6% | -44.6% | -28.7% |
| 6M | +23.6% | +16.5% | +7.1% | +17.4% |
| YTD | +49.2% | +86.7% | -37.4% | +25.6% |
| 1Y | +89.3% | +74.7% | +14.6% | +61.6% |
| 3Y | +274.4% | +102.6% | +171.8% | +202.9% |
| 5Y | +440.9% | +566.6% | -125.6% | +206.9% |
| 10Y | +2,947.7% | +686.1% | +2,261.6% | +1,326.0% |
| All | +8,033.0% | +1,899.4% | +6,133.6% | +1,925.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling