+35.9%
KLAC vs HD
-2.9%
+38.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.2% | +5.2% |
| 7D | +7.5% | -1.2% | +8.7% | +7.6% |
| 30D | -15.3% | +20.9% | -36.2% | -18.2% |
| 3M | -19.6% | -0.2% | -19.4% | -18.1% |
| 6M | -12.5% | +14.5% | -27.0% | -15.0% |
| YTD | +33.0% | +4.3% | +28.7% | +33.0% |
| 1Y | +35.9% | -3.5% | +39.4% | +36.5% |
| All | +35.9% | -2.9% | +38.8% | +36.5% |
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