+2,381.5%
KLAC vs HD
+247.4%
+2,134.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.2% | +5.2% |
| 7D | +7.5% | -1.2% | +8.7% | +8.6% |
| 30D | -15.3% | +20.9% | -36.2% | -26.9% |
| 3M | -19.6% | -0.2% | -19.4% | -20.7% |
| 6M | -12.5% | +14.5% | -27.0% | -22.8% |
| YTD | +33.0% | +4.3% | +28.7% | +24.8% |
| 1Y | +35.9% | -3.5% | +39.4% | +34.5% |
| 3Y | +208.6% | +30.1% | +178.5% | +133.6% |
| 5Y | +309.5% | +8.5% | +301.0% | +253.7% |
| 10Y | +2,381.5% | +245.3% | +2,136.3% | +963.8% |
| All | +2,381.5% | +247.4% | +2,134.1% | +963.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling