Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • KLAC vs PWR✓SelectedUSD · PWRKLAC vs PWR performance historyLatest closeAs of-3.21%09/09
Stock and ETF performance explorer

KLAC vs PWR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,986.0%
PWR return
+2,367.8%
Excess return
+618.1%
Maximum drawdown
-43.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioPWRExcessAlpha
1D-3.2%-1.9%-1.3%-2.0%
7D+6.2%+2.7%+3.5%+4.5%
30D-5.0%-5.1%+0.1%-1.9%
3M-14.4%-9.4%-5.0%-8.4%
6M+28.3%+10.4%+17.9%+19.6%
YTD+51.1%+48.6%+2.4%+17.3%
1Y+100.4%+68.0%+32.4%+44.0%
3Y+276.3%+204.7%+71.6%+81.4%
5Y+452.1%+451.9%+0.1%+81.7%
10Y+2,986.0%+2,425.3%+560.6%+307.5%
All+2,986.0%+2,367.8%+618.1%+307.5%

Cumulative growth

Daily Returns

Daily percentage return beside PWR.

Daily Out/Under-Performance

Portfolio return minus PWR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × PWR 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 PWR 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