+25.0%
KLAC vs PL
+8.6%
+16.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +14.5% | -5.2% | +5.5% |
| 7D | -1.1% | +10.9% | -12.0% | -3.7% |
| 30D | -22.6% | -16.4% | -6.2% | -19.6% |
| 3M | -23.5% | -39.9% | +16.4% | -14.7% |
| 6M | -18.8% | -63.2% | +44.4% | -2.2% |
| YTD | +25.0% | -27.1% | +52.2% | +34.9% |
| All | +25.0% | +8.6% | +16.3% | +30.5% |
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