+297.2%
KLAC vs PM
+159.5%
+137.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | -2.1% | -6.6% | +4.6% | -2.0% |
| 30D | -21.8% | -3.4% | -18.3% | -21.7% |
| 3M | -20.5% | +5.3% | -25.9% | -20.4% |
| 6M | -18.0% | +15.5% | -33.5% | -18.6% |
| YTD | +26.4% | +24.3% | +2.1% | +24.4% |
| 1Y | +26.3% | +29.7% | -3.4% | +23.8% |
| 3Y | +193.3% | +144.9% | +48.4% | +138.3% |
| 5Y | +297.2% | +159.0% | +138.2% | +223.2% |
| All | +297.2% | +159.5% | +137.7% | +223.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling