+9,530.0%
KLAC vs PM
+752.6%
+8,777.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.0% | +9.3% | +8.2% |
| 7D | +5.7% | -4.9% | +10.6% | +7.9% |
| 30D | -3.6% | -3.4% | -0.2% | -2.4% |
| 3M | -12.8% | +5.2% | -18.0% | -16.3% |
| 6M | +26.1% | +3.7% | +22.3% | +20.5% |
| YTD | +53.3% | +15.8% | +37.5% | +38.9% |
| 1Y | +113.7% | +17.4% | +96.3% | +90.5% |
| 3Y | +274.9% | +116.9% | +158.0% | +130.8% |
| 5Y | +470.1% | +117.3% | +352.8% | +243.3% |
| 10Y | +2,997.0% | +193.8% | +2,803.3% | +1,395.4% |
| All | +9,530.0% | +752.6% | +8,777.4% | +2,108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling