+274.4%
KLAC vs PSX
+133.1%
+141.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | -2.7% | +1.7% | -4.4% | -3.1% |
| 30D | -13.2% | +15.6% | -28.8% | -16.3% |
| 3M | -25.0% | +46.5% | -71.5% | -32.1% |
| 6M | +23.6% | +55.0% | -31.4% | +8.6% |
| YTD | +49.2% | +105.3% | -56.1% | +16.4% |
| 1Y | +89.3% | +101.6% | -12.3% | +47.7% |
| 3Y | +274.4% | +134.1% | +140.2% | +163.3% |
| All | +274.4% | +133.1% | +141.3% | +163.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling