+113.7%
KLAC vs PEP
-4.0%
+117.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.7% | +9.0% | +5.7% |
| 7D | +5.7% | -2.4% | +8.2% | +3.4% |
| 30D | -3.6% | -0.8% | -2.8% | -4.1% |
| 3M | -12.8% | -2.2% | -10.6% | -12.2% |
| 6M | +26.1% | -14.4% | +40.5% | +20.0% |
| YTD | +53.3% | -2.2% | +55.5% | +61.1% |
| 1Y | +113.7% | -2.6% | +116.3% | +129.1% |
| All | +113.7% | -4.0% | +117.7% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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