+489.1%
KLAC vs HD
+8.2%
+480.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +3.3% |
| 7D | +10.6% | -1.2% | +11.8% | +11.4% |
| 30D | -4.5% | -11.1% | +6.6% | +2.6% |
| 3M | -10.3% | +2.0% | -12.3% | -12.3% |
| 6M | +40.9% | -10.5% | +51.3% | +49.3% |
| YTD | +56.1% | -6.9% | +63.0% | +60.5% |
| 1Y | +109.0% | -23.2% | +132.2% | +144.1% |
| 3Y | +288.8% | +3.1% | +285.8% | +256.1% |
| 5Y | +489.1% | +7.4% | +481.8% | +406.3% |
| All | +489.1% | +8.2% | +480.9% | +406.3% |
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