+160,142.9%
KLAC vs PEG
+2,929.1%
+157,213.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | +10.6% | +1.0% | +9.6% | +10.2% |
| 30D | -4.5% | -1.9% | -2.6% | -3.9% |
| 3M | -10.3% | -3.7% | -6.6% | -9.3% |
| 6M | +40.9% | -9.4% | +50.3% | +45.0% |
| YTD | +56.1% | -6.0% | +62.1% | +58.6% |
| 1Y | +109.0% | -4.4% | +113.4% | +110.8% |
| 3Y | +288.8% | +33.5% | +255.3% | +248.2% |
| 5Y | +489.1% | +35.7% | +453.4% | +420.0% |
| 10Y | +3,041.8% | +140.4% | +2,901.4% | +2,177.6% |
| All | +160,142.9% | +2,929.1% | +157,213.8% | +62,716.8% |
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