+29.2%
KLAC vs PRU
+21.0%
+8.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | +0.9% |
| 7D | -2.1% | +3.8% | -5.8% | -2.1% |
| 30D | -21.8% | +9.0% | -30.8% | -22.3% |
| 3M | -20.5% | +2.1% | -22.7% | -20.2% |
| 6M | -18.0% | +25.4% | -43.4% | -23.6% |
| YTD | +26.4% | +13.5% | +12.9% | +19.4% |
| All | +29.2% | +21.0% | +8.2% | +21.2% |
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