+26.1%
KLAC vs PR
+31.3%
-5.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.6% | +8.9% | +6.8% |
| 7D | +5.7% | +2.9% | +2.8% | +6.7% |
| 30D | -3.6% | +18.0% | -21.7% | +1.9% |
| 3M | -12.8% | +16.9% | -29.7% | -6.8% |
| 6M | +26.1% | +28.2% | -2.2% | +32.7% |
| All | +26.1% | +31.3% | -5.2% | +32.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling