+6,660.9%
KLAC vs PSKY
-42.6%
+6,703.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | +10.6% | +2.4% | +8.2% | +9.8% |
| 30D | -4.5% | +17.5% | -22.0% | -8.9% |
| 3M | -10.3% | +4.4% | -14.7% | -11.9% |
| 6M | +40.9% | -9.0% | +49.9% | +42.4% |
| YTD | +56.1% | -18.6% | +74.7% | +60.8% |
| 1Y | +109.0% | -27.7% | +136.7% | +118.8% |
| 3Y | +288.8% | -16.9% | +305.7% | +252.4% |
| 5Y | +489.1% | -70.3% | +559.4% | +596.6% |
| 10Y | +3,041.8% | -74.9% | +3,116.7% | +3,086.4% |
| All | +6,660.9% | -42.6% | +6,703.5% | +4,030.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling