+2,896.3%
KLAC vs PYPL
+44.3%
+2,852.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.6% |
| 7D | -2.7% | -2.3% | -0.4% | -1.7% |
| 30D | -13.2% | -9.0% | -4.1% | -9.9% |
| 3M | -25.0% | +30.6% | -55.6% | -36.3% |
| 6M | +23.6% | +18.6% | +5.0% | +9.4% |
| YTD | +49.2% | -7.2% | +56.4% | +46.7% |
| 1Y | +89.3% | -19.3% | +108.6% | +98.2% |
| 3Y | +274.4% | -12.3% | +286.6% | +254.6% |
| 5Y | +440.9% | -80.9% | +521.8% | +1,052.3% |
| All | +2,896.3% | +44.3% | +2,852.0% | +1,977.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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