+406.5%
KLAC vs PL
+46.3%
+360.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.8% | +5.1% |
| 7D | +7.5% | +13.4% | -5.9% | +5.1% |
| 30D | -15.3% | -10.2% | -5.2% | -13.5% |
| 3M | -19.6% | -39.5% | +19.9% | -11.9% |
| 6M | -12.5% | -65.7% | +53.2% | +5.1% |
| YTD | +33.0% | -27.3% | +60.3% | +36.9% |
| 1Y | +35.9% | +15.0% | +20.9% | +27.8% |
| 3Y | +208.6% | +560.8% | -352.2% | +86.5% |
| 5Y | +309.5% | +38.4% | +271.1% | +184.6% |
| All | +406.5% | +46.3% | +360.2% | +246.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling