+160,142.9%
KLAC vs PSA
+14,166.4%
+145,976.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.9% |
| 7D | +10.6% | -0.4% | +11.0% | +10.7% |
| 30D | -4.5% | -8.2% | +3.7% | -1.5% |
| 3M | -10.3% | -2.1% | -8.1% | -10.2% |
| 6M | +40.9% | -0.2% | +41.1% | +39.9% |
| YTD | +56.1% | +18.5% | +37.6% | +45.3% |
| 1Y | +109.0% | +6.6% | +102.4% | +101.7% |
| 3Y | +288.8% | +24.5% | +264.4% | +247.4% |
| 5Y | +489.1% | +13.6% | +475.6% | +438.2% |
| 10Y | +3,041.8% | +102.0% | +2,939.8% | +2,147.8% |
| All | +160,142.9% | +14,166.4% | +145,976.6% | +40,475.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling