+26.2%
KLAC vs PENG
+120.5%
-94.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.1% | +5.0% | -0.2% |
| 7D | -5.7% | -20.5% | +14.8% | +3.4% |
| 30D | -27.6% | -20.4% | -7.2% | -22.3% |
| 3M | -23.3% | -16.4% | -6.9% | -20.3% |
| 6M | -12.4% | +49.2% | -61.6% | -28.4% |
| YTD | +23.7% | +147.2% | -123.5% | -19.5% |
| 1Y | +26.2% | +124.7% | -98.5% | -15.3% |
| All | +26.2% | +120.5% | -94.3% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling