+89.3%
KLAC vs PNR
-47.6%
+136.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +2.1% |
| 7D | -2.7% | -6.0% | +3.4% | +0.1% |
| 30D | -13.2% | -14.0% | +0.8% | -7.2% |
| 3M | -25.0% | -21.7% | -3.3% | -16.8% |
| 6M | +23.6% | -37.3% | +60.9% | +58.7% |
| YTD | +49.2% | -45.1% | +94.3% | +107.4% |
| 1Y | +89.3% | -49.1% | +138.5% | +186.4% |
| All | +89.3% | -47.6% | +136.9% | +186.4% |
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