+2,247.0%
KLAC vs PWR
+1,844.4%
+402.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.7% |
| 7D | +10.0% | +11.3% | -1.3% | +2.8% |
| 30D | -14.8% | -8.9% | -6.0% | -9.6% |
| 3M | -27.2% | -10.5% | -16.7% | -22.2% |
| 6M | -17.5% | -22.2% | +4.7% | -3.0% |
| YTD | +25.8% | +42.7% | -16.9% | -0.2% |
| 1Y | +31.8% | +41.1% | -9.3% | +5.3% |
| 3Y | +195.3% | +242.7% | -47.4% | +32.5% |
| 5Y | +285.9% | +418.5% | -132.6% | +30.7% |
| All | +2,247.0% | +1,844.4% | +402.5% | +237.6% |
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