+117,330.7%
KLAC vs PPL
+2,158.2%
+115,172.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.6% | +7.3% | +6.9% |
| 7D | -12.3% | +0.4% | -12.7% | -12.5% |
| 30D | -29.6% | +5.4% | -35.1% | -31.2% |
| 3M | -28.2% | +4.3% | -32.5% | -29.6% |
| 6M | -23.6% | -1.3% | -22.2% | -23.8% |
| YTD | +14.4% | +4.7% | +9.7% | +11.3% |
| 1Y | +15.4% | +1.3% | +14.2% | +13.5% |
| 3Y | +184.3% | +57.2% | +127.1% | +130.6% |
| 5Y | +248.9% | +48.2% | +200.6% | +188.3% |
| 10Y | +2,076.9% | +62.7% | +2,014.2% | +1,584.3% |
| All | +117,330.7% | +2,158.2% | +115,172.4% | +37,038.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling