+2,288.0%
KLAC vs PR
+65.1%
+2,222.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +1.0% |
| 7D | -2.1% | -9.5% | +7.4% | -1.3% |
| 30D | -21.8% | -5.7% | -16.1% | -21.4% |
| 3M | -20.5% | +3.0% | -23.5% | -20.8% |
| 6M | -18.0% | +11.8% | -29.8% | -18.8% |
| YTD | +26.4% | +58.5% | -32.1% | +21.4% |
| 1Y | +26.3% | +69.9% | -43.6% | +20.6% |
| 3Y | +193.3% | +84.9% | +108.4% | +177.8% |
| 5Y | +297.2% | +246.4% | +50.8% | +259.5% |
| 10Y | +2,288.0% | +70.3% | +2,217.7% | +2,561.6% |
| All | +2,288.0% | +65.1% | +2,222.9% | +2,561.6% |
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