+91.0%
KLAC vs PEP
0.0%
+91.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.2% |
| 7D | +2.5% | -1.4% | +3.8% | +1.1% |
| 30D | -11.5% | -0.2% | -11.3% | -11.5% |
| 3M | -16.9% | -4.3% | -12.6% | -17.3% |
| 6M | +22.2% | -13.2% | +35.4% | +16.9% |
| YTD | +46.4% | -1.9% | +48.2% | +55.2% |
| 1Y | +91.0% | -0.3% | +91.3% | +105.2% |
| All | +91.0% | 0.0% | +91.0% | +105.2% |
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