+26.2%
KLAC vs PRU
+27.9%
-1.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.6% | -10.7% | -4.4% |
| 7D | -5.7% | +9.8% | -15.4% | -6.3% |
| 30D | -27.6% | +11.6% | -39.2% | -28.2% |
| 3M | -23.3% | +3.7% | -27.0% | -23.0% |
| 6M | -12.4% | +33.0% | -45.3% | -19.5% |
| YTD | +23.7% | +16.6% | +7.2% | +16.6% |
| 1Y | +26.2% | +26.9% | -0.8% | +18.8% |
| All | +26.2% | +27.9% | -1.7% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling