+2,838.9%
KLAC vs PM
+217.1%
+2,621.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.8% |
| 7D | +2.5% | +1.9% | +0.5% | +1.7% |
| 30D | -11.5% | +1.9% | -13.4% | -12.3% |
| 3M | -16.9% | +4.6% | -21.5% | -19.2% |
| 6M | +22.2% | +11.7% | +10.6% | +14.8% |
| YTD | +46.4% | +20.4% | +26.0% | +33.3% |
| 1Y | +91.0% | +19.0% | +72.0% | +73.6% |
| 3Y | +264.6% | +130.4% | +134.2% | +130.4% |
| 5Y | +430.6% | +131.5% | +299.1% | +227.4% |
| All | +2,838.9% | +217.1% | +2,621.8% | +1,408.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 10y: compounded portfolio wealth divided by compounded PM 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…
10y analysis · Full analysis span regression · 6 months rolling