+2,896.3%
KLAC vs PSA
+102.6%
+2,793.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.3% | +1.7% |
| 7D | -2.7% | -1.8% | -0.8% | -2.0% |
| 30D | -13.2% | -8.4% | -4.8% | -10.4% |
| 3M | -25.0% | -7.8% | -17.2% | -23.3% |
| 6M | +23.6% | +0.8% | +22.8% | +22.0% |
| YTD | +49.2% | +16.5% | +32.7% | +39.4% |
| 1Y | +89.3% | +4.7% | +84.6% | +83.5% |
| 3Y | +274.4% | +21.1% | +253.3% | +233.5% |
| 5Y | +440.9% | +14.2% | +426.8% | +387.9% |
| All | +2,896.3% | +102.6% | +2,793.7% | +1,943.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 10y: compounded portfolio wealth divided by compounded PSA 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…
10y analysis · Full analysis span regression · 6 months rolling