+430.6%
KLAC vs PEG
+35.4%
+395.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.6% |
| 3M | -16.9% | -6.9% | -10.0% | -15.0% |
| 6M | +22.2% | -11.4% | +33.6% | +27.1% |
| YTD | +46.4% | -7.4% | +53.7% | +49.3% |
| 1Y | +91.0% | -8.3% | +99.3% | +95.3% |
| 3Y | +264.6% | +31.5% | +233.0% | +226.9% |
| 5Y | +430.6% | +38.0% | +392.6% | +366.6% |
| All | +430.6% | +35.4% | +395.2% | +366.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling