+433.3%
KLAC vs PSA
+13.7%
+419.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.3% | +1.7% |
| 7D | -2.7% | -1.8% | -0.8% | -2.1% |
| 30D | -13.2% | -8.4% | -4.8% | -10.8% |
| 3M | -25.0% | -7.8% | -17.2% | -23.5% |
| 6M | +23.6% | +0.8% | +22.8% | +21.9% |
| YTD | +49.2% | +16.5% | +32.7% | +40.0% |
| 1Y | +89.3% | +4.7% | +84.6% | +83.6% |
| 3Y | +274.4% | +21.1% | +253.3% | +232.3% |
| All | +433.3% | +13.7% | +419.6% | +401.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling