+470.0%
KLAC vs PR
+433.6%
+36.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.6% | +8.9% | +7.7% |
| 7D | +5.7% | +2.9% | +2.8% | +5.0% |
| 30D | -3.6% | +18.0% | -21.7% | -7.5% |
| 3M | -12.8% | +16.9% | -29.7% | -16.4% |
| 6M | +26.1% | +28.2% | -2.2% | +17.0% |
| YTD | +53.3% | +69.3% | -16.0% | +32.0% |
| 1Y | +113.7% | +69.5% | +44.2% | +82.9% |
| 3Y | +274.9% | +81.7% | +193.2% | +209.6% |
| All | +470.0% | +433.6% | +36.4% | +259.0% |
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