+113.7%
KLAC vs PNR
-43.1%
+156.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.2% |
| 7D | +5.7% | -2.4% | +8.1% | +6.9% |
| 30D | -3.6% | -12.8% | +9.1% | +2.5% |
| 3M | -12.8% | -17.0% | +4.2% | -5.7% |
| 6M | +26.1% | -37.4% | +63.5% | +64.1% |
| YTD | +53.3% | -41.6% | +94.9% | +107.6% |
| 1Y | +113.7% | -44.6% | +158.3% | +208.3% |
| All | +113.7% | -43.1% | +156.7% | +208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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