+433.3%
KLAC vs PPG
-24.1%
+457.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.5% | +1.7% |
| 7D | -2.7% | -6.2% | +3.6% | +1.5% |
| 30D | -13.2% | -7.9% | -5.2% | -8.4% |
| 3M | -25.0% | -10.2% | -14.8% | -20.0% |
| 6M | +23.6% | +2.7% | +20.9% | +20.0% |
| YTD | +49.2% | +4.9% | +44.3% | +41.8% |
| 1Y | +89.3% | -3.2% | +92.5% | +89.1% |
| 3Y | +274.4% | -17.0% | +291.4% | +305.1% |
| All | +433.3% | -24.1% | +457.4% | +481.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling