-17.5%
KLAC vs HDB
+8.6%
-26.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.6% | -3.2% |
| 7D | +10.0% | +2.7% | +7.2% | +9.7% |
| 30D | -14.8% | +14.1% | -29.0% | -15.7% |
| 3M | -27.2% | +11.8% | -39.0% | -27.8% |
| 6M | -17.5% | +8.2% | -25.6% | -22.2% |
| All | -17.5% | +8.6% | -26.0% | -22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling