+2,986.0%
KLAC vs PEP
+75.7%
+2,910.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.6% |
| 7D | +6.2% | -1.7% | +7.9% | +7.0% |
| 30D | -5.0% | +0.3% | -5.3% | -5.3% |
| 3M | -14.4% | -3.2% | -11.2% | -14.5% |
| 6M | +28.3% | -13.6% | +41.9% | +35.7% |
| YTD | +51.1% | -1.9% | +53.0% | +47.0% |
| 1Y | +100.4% | -0.6% | +101.0% | +91.5% |
| 3Y | +276.3% | -13.6% | +289.9% | +276.9% |
| 5Y | +452.1% | +3.2% | +448.8% | +363.0% |
| 10Y | +2,986.0% | +79.1% | +2,906.9% | +1,677.3% |
| All | +2,986.0% | +75.7% | +2,910.2% | +1,677.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling