+129,057.6%
KLAC vs PEP
+3,358.4%
+125,699.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -4.0% |
| 7D | +10.0% | +2.9% | +7.1% | +8.8% |
| 30D | -14.8% | +12.5% | -27.3% | -18.8% |
| 3M | -27.2% | +4.5% | -31.7% | -28.9% |
| 6M | -17.5% | -0.5% | -17.0% | -19.0% |
| YTD | +25.8% | +4.4% | +21.4% | +20.2% |
| 1Y | +31.8% | +4.4% | +27.5% | +25.8% |
| 3Y | +195.3% | -3.4% | +198.7% | +182.4% |
| 5Y | +285.9% | +5.2% | +280.8% | +255.0% |
| 10Y | +2,247.6% | +92.1% | +2,155.5% | +1,645.1% |
| All | +129,057.6% | +3,358.4% | +125,699.3% | +33,590.3% |
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 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