+452.1%
KLAC vs PM
+127.1%
+324.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.2% |
| 7D | +6.2% | -1.2% | +7.4% | +6.2% |
| 30D | -5.0% | -0.2% | -4.8% | -5.0% |
| 3M | -14.4% | +4.9% | -19.3% | -14.8% |
| 6M | +28.3% | +9.0% | +19.3% | +26.8% |
| YTD | +51.1% | +17.8% | +33.3% | +48.3% |
| 1Y | +100.4% | +16.8% | +83.6% | +96.8% |
| 3Y | +276.3% | +125.4% | +150.9% | +208.3% |
| 5Y | +452.1% | +128.7% | +323.4% | +350.3% |
| All | +452.1% | +127.1% | +324.9% | +350.3% |
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 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