+2,896.3%
KLAC vs PSX
+386.4%
+2,509.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | -2.7% | +1.7% | -4.4% | -3.2% |
| 30D | -13.2% | +15.6% | -28.8% | -17.5% |
| 3M | -25.0% | +46.5% | -71.5% | -34.8% |
| 6M | +23.6% | +55.0% | -31.4% | +4.1% |
| YTD | +49.2% | +105.3% | -56.1% | +12.5% |
| 1Y | +89.3% | +101.6% | -12.3% | +43.0% |
| 3Y | +274.4% | +134.1% | +140.2% | +161.6% |
| 5Y | +440.9% | +368.7% | +72.3% | +177.9% |
| All | +2,896.3% | +386.4% | +2,509.9% | +1,373.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling