+113.7%
KLAC vs PL
+176.6%
-63.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.3% | +8.6% | +7.5% |
| 7D | +5.7% | -9.3% | +15.0% | +7.5% |
| 30D | -3.6% | -18.9% | +15.3% | +0.1% |
| 3M | -12.8% | -58.4% | +45.6% | -1.2% |
| 6M | +26.1% | -30.3% | +56.4% | +33.9% |
| YTD | +53.3% | -8.1% | +61.4% | +58.7% |
| 1Y | +113.7% | +180.5% | -66.8% | +117.6% |
| All | +113.7% | +176.6% | -63.0% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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