+2,047.5%
KLAC vs PR
+66.0%
+1,981.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.9% | +4.8% | +6.6% |
| 7D | -12.3% | -16.4% | +4.1% | -11.1% |
| 30D | -29.6% | -1.9% | -27.7% | -29.5% |
| 3M | -28.2% | +8.0% | -36.2% | -28.7% |
| 6M | -23.6% | +4.1% | -27.7% | -24.0% |
| YTD | +14.4% | +58.7% | -44.3% | +9.9% |
| 1Y | +15.4% | +75.8% | -60.4% | +9.9% |
| 3Y | +184.3% | +73.2% | +111.1% | +170.3% |
| 5Y | +248.9% | +230.1% | +18.7% | +216.3% |
| All | +2,047.5% | +66.0% | +1,981.5% | +2,280.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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