+433.3%
KLAC vs DHI
+61.2%
+372.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.2% | +1.3% |
| 7D | -2.7% | -3.4% | +0.7% | -1.4% |
| 30D | -13.2% | -5.4% | -7.7% | -11.4% |
| 3M | -25.0% | -10.4% | -14.6% | -22.1% |
| 6M | +23.6% | -2.8% | +26.4% | +23.9% |
| YTD | +49.2% | -3.4% | +52.6% | +49.2% |
| 1Y | +89.3% | -22.9% | +112.2% | +106.1% |
| 3Y | +274.4% | +20.7% | +253.7% | +204.8% |
| All | +433.3% | +61.2% | +372.1% | +254.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling