+113.7%
KLAC vs HD
-19.2%
+132.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.9% | +6.4% | +7.1% |
| 7D | +5.7% | -2.1% | +7.8% | +6.3% |
| 30D | -3.6% | -8.4% | +4.8% | -1.6% |
| 3M | -12.8% | +4.3% | -17.2% | -14.2% |
| 6M | +26.1% | -11.1% | +37.2% | +26.9% |
| YTD | +53.3% | -4.7% | +58.0% | +54.3% |
| 1Y | +113.7% | -19.8% | +133.5% | +118.7% |
| All | +113.7% | -19.2% | +132.9% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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