+113.7%
KLAC vs DHI
-16.9%
+130.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.1% | +8.5% | +7.7% |
| 7D | +5.7% | -3.1% | +8.9% | +6.7% |
| 30D | -3.6% | -5.5% | +1.8% | -2.1% |
| 3M | -12.8% | -2.2% | -10.6% | -12.4% |
| 6M | +26.1% | -6.0% | +32.0% | +25.7% |
| YTD | +53.3% | 0.0% | +53.3% | +51.3% |
| 1Y | +113.7% | -18.2% | +131.9% | +123.0% |
| All | +113.7% | -16.9% | +130.6% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling