+205.0%
KLAC vs PPL
+53.5%
+151.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.4% |
| 7D | +21.2% | -2.2% | +23.4% | +20.7% |
| 30D | -14.5% | +1.7% | -16.2% | -14.2% |
| 3M | -24.4% | +0.1% | -24.5% | -24.2% |
| 6M | -12.9% | -1.5% | -11.4% | -12.8% |
| YTD | +29.9% | +3.0% | +27.0% | +31.4% |
| 1Y | +31.9% | -1.4% | +33.3% | +32.5% |
| All | +205.0% | +53.5% | +151.4% | +227.6% |
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 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