+22.2%
KLAC vs CHYM
+44.6%
-22.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.4% | +2.3% | -2.5% |
| 7D | +2.5% | -2.9% | +5.4% | +2.8% |
| 30D | -11.5% | +3.0% | -14.5% | -11.9% |
| 3M | -16.9% | +98.7% | -115.7% | -27.9% |
| 6M | +22.2% | +46.4% | -24.2% | +12.7% |
| All | +22.2% | +44.6% | -22.4% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 6mo: compounded portfolio wealth divided by compounded CHYM 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…
6mo analysis · Full analysis span regression · 6 months rolling