+2,896.3%
KLAC vs PPG
+26.9%
+2,869.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.5% | +1.7% |
| 7D | -2.7% | -6.2% | +3.6% | +1.4% |
| 30D | -13.2% | -7.9% | -5.2% | -8.5% |
| 3M | -25.0% | -10.2% | -14.8% | -20.1% |
| 6M | +23.6% | +2.7% | +20.9% | +20.2% |
| YTD | +49.2% | +4.9% | +44.3% | +42.4% |
| 1Y | +89.3% | -3.2% | +92.5% | +89.3% |
| 3Y | +274.4% | -17.0% | +291.4% | +306.1% |
| 5Y | +440.9% | -23.3% | +464.3% | +506.7% |
| All | +2,896.3% | +26.9% | +2,869.4% | +2,269.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling