+365.5%
KLAC vs PCOR
-10.3%
+375.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +6.8% |
| 7D | -12.3% | +22.7% | -35.0% | -17.7% |
| 30D | -29.6% | +37.5% | -67.1% | -36.2% |
| 3M | -28.2% | +35.2% | -63.4% | -35.3% |
| 6M | -23.6% | +42.2% | -65.8% | -33.4% |
| YTD | +14.4% | +3.6% | +10.8% | +8.9% |
| 1Y | +15.4% | -4.8% | +20.2% | +13.5% |
| 3Y | +184.3% | +48.3% | +136.0% | +125.8% |
| 5Y | +248.9% | -20.1% | +268.9% | +201.0% |
| All | +365.5% | -10.3% | +375.8% | +304.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling