+489.1%
KLAC vs PEP
+5.3%
+483.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.9% |
| 7D | +10.6% | +0.1% | +10.5% | +10.6% |
| 30D | -4.5% | +0.7% | -5.2% | -4.4% |
| 3M | -10.3% | -0.5% | -9.7% | -10.2% |
| 6M | +40.9% | -11.3% | +52.2% | +42.5% |
| YTD | +56.1% | -0.6% | +56.7% | +55.6% |
| 1Y | +109.0% | +1.7% | +107.4% | +106.8% |
| 3Y | +288.8% | -12.5% | +301.3% | +292.9% |
| 5Y | +489.1% | +3.9% | +485.3% | +433.7% |
| All | +489.1% | +5.3% | +483.9% | +433.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling