+452.1%
KLAC vs HDB
-38.7%
+490.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.5% |
| 7D | +6.2% | -4.9% | +11.1% | +8.3% |
| 30D | -5.0% | -5.8% | +0.8% | -2.9% |
| 3M | -14.4% | -5.2% | -9.2% | -13.5% |
| 6M | +28.3% | -25.7% | +54.0% | +43.3% |
| YTD | +51.1% | -39.6% | +90.7% | +83.5% |
| 1Y | +100.4% | -36.9% | +137.3% | +137.8% |
| 3Y | +276.3% | -29.7% | +306.1% | +312.4% |
| 5Y | +452.1% | -37.8% | +489.8% | +510.5% |
| All | +452.1% | -38.7% | +490.8% | +510.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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