+286.1%
KLAC vs HD
+5.7%
+280.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +10.0% | +1.5% | +8.5% | +9.2% |
| 30D | -14.8% | +18.0% | -32.8% | -23.4% |
| 3M | -27.2% | +2.8% | -30.0% | -28.9% |
| 6M | -17.5% | +17.0% | -34.4% | -26.6% |
| YTD | +25.8% | +3.5% | +22.3% | +20.4% |
| 1Y | +31.8% | -2.6% | +34.4% | +30.8% |
| 3Y | +195.3% | +30.7% | +164.6% | +126.6% |
| All | +286.1% | +5.7% | +280.4% | +234.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling