+15.4%
KLAC vs PL
-3.5%
+19.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +10.4% | -3.7% | +4.0% |
| 7D | -12.3% | -6.8% | -5.5% | -10.6% |
| 30D | -29.6% | -29.3% | -0.3% | -23.8% |
| 3M | -28.2% | -44.8% | +16.5% | -18.1% |
| 6M | -23.6% | -68.4% | +44.8% | -4.6% |
| YTD | +14.4% | -36.4% | +50.8% | +27.8% |
| 1Y | +15.4% | +0.7% | +14.7% | +21.2% |
| All | +15.4% | -3.5% | +19.0% | +21.2% |
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