+267.2%
KLAC vs PEG
+32.0%
+235.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -3.0% | -3.1% |
| 7D | +2.5% | -0.9% | +3.4% | +2.8% |
| 30D | -11.5% | -2.8% | -8.8% | -10.7% |
| 3M | -16.9% | -6.9% | -10.0% | -15.3% |
| 6M | +22.2% | -11.4% | +33.6% | +26.7% |
| YTD | +46.4% | -7.4% | +53.7% | +48.8% |
| 1Y | +91.0% | -8.3% | +99.3% | +94.6% |
| All | +267.2% | +32.0% | +235.2% | +258.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling