+136,426.2%
KLAC vs HD
+35,014.4%
+101,411.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.2% | +5.2% |
| 7D | +7.5% | -1.2% | +8.7% | +8.3% |
| 30D | -15.3% | +20.9% | -36.2% | -24.0% |
| 3M | -19.6% | -0.2% | -19.4% | -20.5% |
| 6M | -12.5% | +14.5% | -27.0% | -20.1% |
| YTD | +33.0% | +4.3% | +28.7% | +27.2% |
| 1Y | +35.9% | -3.5% | +39.4% | +34.9% |
| 3Y | +208.6% | +30.1% | +178.5% | +158.6% |
| 5Y | +309.5% | +8.5% | +301.0% | +278.0% |
| 10Y | +2,381.5% | +245.3% | +2,136.3% | +1,186.1% |
| All | +136,426.2% | +35,014.4% | +101,411.7% | +7,700.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling