+286.1%
KLAC vs PEG
+43.5%
+242.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.7% |
| 7D | +10.0% | +4.5% | +5.5% | +8.3% |
| 30D | -14.8% | +7.5% | -22.4% | -17.1% |
| 3M | -27.2% | +0.8% | -28.0% | -27.5% |
| 6M | -17.5% | 0.0% | -17.5% | -18.0% |
| YTD | +25.8% | -3.0% | +28.9% | +26.2% |
| 1Y | +31.8% | -4.7% | +36.6% | +33.1% |
| 3Y | +195.3% | +36.5% | +158.8% | +160.1% |
| All | +286.1% | +43.5% | +242.7% | +237.4% |
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 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