+26.3%
KLAC vs PENG
+103.2%
-76.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +2.1% |
| 7D | -2.1% | -16.1% | +14.0% | +4.9% |
| 30D | -21.8% | -41.5% | +19.7% | -3.5% |
| 3M | -20.5% | -19.1% | -1.4% | -16.8% |
| 6M | -18.0% | +0.9% | -18.9% | -22.1% |
| YTD | +26.4% | +128.2% | -101.8% | -14.8% |
| 1Y | +26.3% | +98.6% | -72.3% | -11.1% |
| All | +26.3% | +103.2% | -76.9% | -11.1% |
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