+286.1%
KLAC vs PR
+273.3%
+12.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.5% |
| 7D | +10.0% | +6.0% | +4.0% | +8.5% |
| 30D | -14.8% | -4.2% | -10.6% | -14.0% |
| 3M | -27.2% | +10.0% | -37.1% | -29.1% |
| 6M | -17.5% | +15.6% | -33.1% | -21.1% |
| YTD | +25.8% | +68.2% | -42.4% | +7.7% |
| 1Y | +31.8% | +79.2% | -47.4% | +10.6% |
| 3Y | +195.3% | +94.9% | +100.4% | +138.9% |
| All | +286.1% | +273.3% | +12.9% | +148.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling