+23.6%
KLAC vs DHI
-4.2%
+27.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.2% | +1.2% |
| 7D | -2.7% | -3.4% | +0.7% | -1.3% |
| 30D | -13.2% | -5.4% | -7.7% | -11.3% |
| 3M | -25.0% | -10.4% | -14.6% | -21.5% |
| 6M | +23.6% | -2.8% | +26.4% | +18.3% |
| All | +23.6% | -4.2% | +27.8% | +18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling