+279.1%
KLAC vs PSA
+21.5%
+257.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.7% |
| 7D | +6.2% | -2.2% | +8.4% | +6.7% |
| 30D | -5.0% | -9.6% | +4.6% | -3.0% |
| 3M | -14.4% | -7.9% | -6.5% | -13.3% |
| 6M | +28.3% | -2.0% | +30.3% | +27.2% |
| YTD | +51.1% | +15.7% | +35.3% | +44.2% |
| 1Y | +100.4% | +5.8% | +94.6% | +94.6% |
| All | +279.1% | +21.5% | +257.6% | +238.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling