+150,137.3%
KLAC vs PPG
+2,572.2%
+147,565.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.2% | -2.0% |
| 7D | +2.5% | -5.1% | +7.6% | +5.6% |
| 30D | -11.5% | -9.6% | -2.0% | -6.4% |
| 3M | -16.9% | -6.4% | -10.5% | -14.0% |
| 6M | +22.2% | +0.5% | +21.7% | +20.9% |
| YTD | +46.4% | +4.4% | +41.9% | +41.3% |
| 1Y | +91.0% | -0.9% | +91.9% | +88.9% |
| 3Y | +264.6% | -17.0% | +281.5% | +294.2% |
| 5Y | +430.6% | -23.7% | +454.2% | +497.1% |
| 10Y | +2,889.3% | +25.9% | +2,863.4% | +2,368.0% |
| All | +150,137.3% | +2,572.2% | +147,565.1% | +32,233.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling