+212.1%
KLAC vs PR
+89.6%
+122.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.8% | +2.5% | +4.5% |
| 7D | +7.5% | -0.5% | +8.0% | +7.8% |
| 30D | -15.3% | -4.6% | -10.7% | -14.3% |
| 3M | -19.6% | +4.7% | -24.3% | -21.0% |
| 6M | -12.5% | +12.4% | -25.0% | -16.4% |
| YTD | +33.0% | +62.9% | -29.9% | +8.2% |
| 1Y | +35.9% | +70.6% | -34.6% | +8.0% |
| All | +212.1% | +89.6% | +122.6% | +136.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling