+5,777.9%
KLAC vs PSX
+1,159.1%
+4,618.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.3% |
| 7D | +10.6% | +2.8% | +7.8% | +9.6% |
| 30D | -4.5% | +27.8% | -32.3% | -12.1% |
| 3M | -10.3% | +42.0% | -52.3% | -20.7% |
| 6M | +40.9% | +58.1% | -17.2% | +18.7% |
| YTD | +56.1% | +105.0% | -48.9% | +19.6% |
| 1Y | +109.0% | +104.9% | +4.1% | +59.4% |
| 3Y | +288.8% | +134.1% | +154.8% | +177.9% |
| 5Y | +489.1% | +363.8% | +125.3% | +219.5% |
| 10Y | +3,041.8% | +370.1% | +2,671.7% | +1,476.4% |
| All | +5,777.9% | +1,159.1% | +4,618.8% | +2,190.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling