+212.1%
KLAC vs PCOR
+49.8%
+162.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.6% | +5.0% |
| 7D | +7.5% | +2.5% | +5.0% | +7.1% |
| 30D | -15.3% | +37.9% | -53.2% | -19.9% |
| 3M | -19.6% | +32.0% | -51.6% | -23.7% |
| 6M | -12.5% | +54.7% | -67.3% | -20.2% |
| YTD | +33.0% | +6.6% | +26.4% | +36.0% |
| 1Y | +35.9% | -1.7% | +37.6% | +43.9% |
| All | +212.1% | +49.8% | +162.3% | +168.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling