+184.3%
KLAC vs PPL
+56.0%
+128.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.6% | +7.3% | +6.6% |
| 7D | -12.3% | +0.4% | -12.7% | -12.2% |
| 30D | -29.6% | +5.4% | -35.1% | -29.0% |
| 3M | -28.2% | +4.3% | -32.5% | -27.6% |
| 6M | -23.6% | -1.3% | -22.2% | -23.3% |
| YTD | +14.4% | +4.7% | +9.7% | +15.9% |
| 1Y | +15.4% | +1.3% | +14.2% | +16.5% |
| 3Y | +184.3% | +57.2% | +127.1% | +205.9% |
| All | +184.3% | +56.0% | +128.3% | +205.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling