+129,057.6%
KLAC vs PEG
+3,024.2%
+126,033.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.6% |
| 7D | +10.0% | +4.5% | +5.5% | +8.4% |
| 30D | -14.8% | +7.5% | -22.4% | -17.0% |
| 3M | -27.2% | +0.8% | -28.0% | -27.6% |
| 6M | -17.5% | 0.0% | -17.5% | -17.9% |
| YTD | +25.8% | -3.0% | +28.9% | +26.2% |
| 1Y | +31.8% | -4.7% | +36.6% | +33.0% |
| 3Y | +195.3% | +36.5% | +158.8% | +162.1% |
| 5Y | +285.9% | +44.4% | +241.6% | +233.3% |
| 10Y | +2,247.6% | +170.2% | +2,077.4% | +1,540.3% |
| All | +129,057.6% | +3,024.2% | +126,033.4% | +49,892.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling