+150,137.3%
KLAC vs PNR
+3,435.9%
+146,701.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.8% | -2.5% |
| 7D | +2.5% | -5.5% | +7.9% | +5.2% |
| 30D | -11.5% | -15.6% | +4.0% | -4.4% |
| 3M | -16.9% | -20.2% | +3.3% | -8.8% |
| 6M | +22.2% | -36.6% | +58.9% | +49.7% |
| YTD | +46.4% | -45.0% | +91.3% | +91.2% |
| 1Y | +91.0% | -47.4% | +138.4% | +155.0% |
| 3Y | +264.6% | -13.7% | +278.3% | +283.6% |
| 5Y | +430.6% | -20.8% | +451.4% | +479.9% |
| 10Y | +2,889.3% | +65.2% | +2,824.1% | +2,207.3% |
| All | +150,137.3% | +3,435.9% | +146,701.3% | +37,619.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling