+91.0%
KLAC vs PM
+19.3%
+71.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -2.3% |
| 7D | +2.5% | +1.9% | +0.5% | +3.3% |
| 30D | -11.5% | +1.9% | -13.4% | -10.7% |
| 3M | -16.9% | +4.6% | -21.5% | -14.9% |
| 6M | +22.2% | +11.7% | +10.6% | +25.6% |
| YTD | +46.4% | +20.4% | +26.0% | +57.2% |
| 1Y | +91.0% | +19.0% | +72.0% | +104.3% |
| All | +91.0% | +19.3% | +71.7% | +104.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling