+3,041.8%
KLAC vs PPL
+55.2%
+2,986.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | +10.6% | +1.8% | +8.8% | +9.7% |
| 30D | -4.5% | -1.1% | -3.4% | -4.1% |
| 3M | -10.3% | 0.0% | -10.3% | -10.7% |
| 6M | +40.9% | -7.6% | +48.5% | +44.8% |
| YTD | +56.1% | +1.7% | +54.4% | +53.5% |
| 1Y | +109.0% | +1.5% | +107.5% | +104.9% |
| 3Y | +288.8% | +55.3% | +233.6% | +197.8% |
| 5Y | +489.1% | +37.7% | +451.4% | +378.3% |
| 10Y | +3,041.8% | +54.0% | +2,987.8% | +2,057.6% |
| All | +3,041.8% | +55.2% | +2,986.6% | +2,057.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling