+195.3%
KLAC vs PYPL
+10.1%
+185.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.8% | -3.6% |
| 7D | +10.0% | +0.1% | +9.9% | +10.0% |
| 30D | -14.8% | +5.7% | -20.5% | -15.9% |
| 3M | -27.2% | -1.9% | -25.2% | -27.1% |
| 6M | -17.5% | +31.8% | -49.3% | -24.4% |
| YTD | +25.8% | +2.4% | +23.4% | +24.3% |
| 1Y | +31.8% | -8.2% | +40.1% | +35.7% |
| 3Y | +195.3% | +10.2% | +185.1% | +185.8% |
| All | +195.3% | +10.1% | +185.2% | +185.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling