+414.2%
KLAC vs PCOR
-9.2%
+423.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.1% |
| 7D | -2.1% | +20.7% | -22.8% | -7.6% |
| 30D | -21.8% | +35.7% | -57.4% | -28.8% |
| 3M | -20.5% | +31.1% | -51.6% | -27.6% |
| 6M | -18.0% | +43.1% | -61.1% | -28.6% |
| YTD | +26.4% | +4.8% | +21.5% | +20.0% |
| 1Y | +26.3% | -3.7% | +30.0% | +23.9% |
| 3Y | +193.3% | +46.5% | +146.7% | +134.6% |
| 5Y | +297.2% | -17.3% | +314.5% | +240.4% |
| All | +414.2% | -9.2% | +423.4% | +345.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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