+286.1%
KLAC vs PL
+31.5%
+254.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.5% | -3.0% |
| 7D | +10.0% | +10.0% | -0.1% | +8.0% |
| 30D | -14.8% | -2.3% | -12.5% | -14.3% |
| 3M | -27.2% | -44.2% | +17.0% | -19.0% |
| 6M | -17.5% | -66.1% | +48.6% | -0.5% |
| YTD | +25.8% | -30.0% | +55.8% | +30.5% |
| 1Y | +31.8% | +21.0% | +10.8% | +23.0% |
| 3Y | +195.3% | +516.5% | -321.2% | +81.4% |
| All | +286.1% | +31.5% | +254.6% | +178.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling