+279.1%
KLAC vs PYPL
-14.5%
+293.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.7% |
| 7D | +6.2% | -4.3% | +10.5% | +7.2% |
| 30D | -5.0% | -11.5% | +6.5% | -2.4% |
| 3M | -14.4% | +26.1% | -40.5% | -21.4% |
| 6M | +28.3% | +13.7% | +14.6% | +21.3% |
| YTD | +51.1% | -9.8% | +60.9% | +53.8% |
| 1Y | +100.4% | -22.1% | +122.4% | +114.2% |
| All | +279.1% | -14.5% | +293.6% | +271.1% |
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