+26.3%
KLAC vs PL
+7.9%
+18.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -2.1% | +5.6% | -7.7% | -3.5% |
| 30D | -21.8% | -16.9% | -4.8% | -18.6% |
| 3M | -20.5% | -38.2% | +17.7% | -12.0% |
| 6M | -18.0% | -63.4% | +45.5% | -1.0% |
| YTD | +26.4% | -27.6% | +54.0% | +36.6% |
| 1Y | +26.3% | +6.6% | +19.7% | +32.1% |
| All | +26.3% | +7.9% | +18.4% | +32.1% |
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 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