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  • KLAC vs PM✓SelectedUSD · PMKLAC vs PM performance historyLatest closeAs of-3.13%09/10
Stock and ETF performance explorer

KLAC vs PM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,838.9%
PM return
+217.1%
Excess return
+2,621.8%
Maximum drawdown
-43.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioPMExcessAlpha
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