+89.3%
KLAC vs PEG
-8.5%
+97.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -2.7% | -0.9% | -1.8% | -2.5% |
| 30D | -13.2% | -3.7% | -9.4% | -12.7% |
| 3M | -25.0% | -7.3% | -17.7% | -24.9% |
| 6M | +23.6% | -10.5% | +34.1% | +25.1% |
| YTD | +49.2% | -7.5% | +56.7% | +47.9% |
| 1Y | +89.3% | -8.7% | +98.1% | +87.4% |
| All | +89.3% | -8.5% | +97.8% | +87.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling