+2,896.3%
KLAC vs PEG
+148.0%
+2,748.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -2.7% | -0.9% | -1.8% | -2.3% |
| 30D | -13.2% | -3.7% | -9.4% | -11.6% |
| 3M | -25.0% | -7.3% | -17.7% | -22.6% |
| 6M | +23.6% | -10.5% | +34.1% | +29.2% |
| YTD | +49.2% | -7.5% | +56.7% | +53.4% |
| 1Y | +89.3% | -8.7% | +98.1% | +95.5% |
| 3Y | +274.4% | +31.4% | +243.0% | +219.6% |
| 5Y | +440.9% | +37.8% | +403.2% | +342.3% |
| All | +2,896.3% | +148.0% | +2,748.3% | +1,769.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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