+26.1%
KLAC vs PM
+4.6%
+21.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.0% | +9.3% | +6.4% |
| 7D | +5.7% | -4.9% | +10.6% | +3.3% |
| 30D | -3.6% | -3.4% | -0.2% | -5.0% |
| 3M | -12.8% | +5.2% | -18.0% | -10.9% |
| 6M | +26.1% | +3.7% | +22.3% | +27.4% |
| All | +26.1% | +4.6% | +21.4% | +27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling