+113.7%
KLAC vs PPL
-0.5%
+114.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | +5.7% | +2.7% | +3.1% | +6.1% |
| 30D | -3.6% | +0.5% | -4.1% | -3.5% |
| 3M | -12.8% | +0.7% | -13.5% | -12.7% |
| 6M | +26.1% | -7.6% | +33.7% | +26.9% |
| YTD | +53.3% | +1.8% | +51.5% | +55.7% |
| 1Y | +113.7% | -0.8% | +114.4% | +119.7% |
| All | +113.7% | -0.5% | +114.2% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 1y: compounded portfolio wealth divided by compounded PPL 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…
1y analysis · Full analysis span regression · 6 months rolling