+430.6%
KLAC vs PSKY
-71.2%
+501.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.4% |
| 7D | +2.5% | -6.0% | +8.4% | +3.3% |
| 30D | -11.5% | +10.7% | -22.2% | -12.9% |
| 3M | -16.9% | +1.2% | -18.1% | -17.3% |
| 6M | +22.2% | +1.5% | +20.8% | +21.2% |
| YTD | +46.4% | -21.8% | +68.1% | +50.0% |
| 1Y | +91.0% | -30.2% | +121.2% | +97.4% |
| 3Y | +264.6% | -20.1% | +284.6% | +248.9% |
| 5Y | +430.6% | -70.5% | +501.1% | +544.2% |
| All | +430.6% | -71.2% | +501.7% | +544.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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