+157,276.9%
KLAC vs PEP
+3,172.7%
+154,104.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.7% | +8.0% | +7.6% |
| 7D | +5.7% | -1.4% | +7.1% | +6.3% |
| 30D | -3.6% | +0.2% | -3.9% | -3.8% |
| 3M | -12.8% | -1.1% | -11.7% | -13.7% |
| 6M | +26.1% | -13.5% | +39.5% | +31.0% |
| YTD | +53.3% | -1.2% | +54.5% | +50.4% |
| 1Y | +113.7% | -1.6% | +115.2% | +108.7% |
| 3Y | +274.9% | -12.5% | +287.4% | +274.4% |
| 5Y | +470.1% | +3.0% | +467.1% | +430.5% |
| 10Y | +2,997.0% | +73.9% | +2,923.1% | +2,300.0% |
| All | +157,276.9% | +3,172.7% | +154,104.3% | +42,059.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling