+28.3%
KLAC vs PNR
-36.1%
+64.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.5% |
| 7D | +6.2% | -3.9% | +10.1% | +7.7% |
| 30D | -5.0% | -13.8% | +8.8% | +0.2% |
| 3M | -14.4% | -22.5% | +8.1% | -5.3% |
| 6M | +28.3% | -37.2% | +65.4% | +67.1% |
| All | +28.3% | -36.1% | +64.4% | +67.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling