+286.1%
KLAC vs PPL
+47.4%
+238.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.4% |
| 7D | +10.0% | -0.4% | +10.3% | +10.0% |
| 30D | -14.8% | +2.6% | -17.5% | -15.3% |
| 3M | -27.2% | +0.8% | -28.0% | -27.3% |
| 6M | -17.5% | +1.4% | -18.9% | -18.0% |
| YTD | +25.8% | +4.3% | +21.5% | +23.9% |
| 1Y | +31.8% | +0.8% | +31.1% | +30.9% |
| 3Y | +195.3% | +57.9% | +137.4% | +139.8% |
| All | +286.1% | +47.4% | +238.8% | +220.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling