+105.3%
KLAC vs PL
+135.2%
-29.9%
-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% | +7.6% |
| 7D | +5.7% | -9.3% | +15.0% | +8.0% |
| 30D | -3.6% | -18.9% | +15.3% | +1.0% |
| 3M | -12.8% | -58.4% | +45.6% | +2.2% |
| 6M | +26.1% | -30.3% | +56.4% | +34.6% |
| YTD | +53.3% | -8.1% | +61.4% | +56.4% |
| All | +105.3% | +135.2% | -29.9% | +98.1% |
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