+6,820.0%
KLAC vs HDB
+3,812.1%
+3,007.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.8% | +7.5% |
| 7D | +5.7% | +0.4% | +5.3% | +5.5% |
| 30D | -3.6% | -2.8% | -0.8% | -2.8% |
| 3M | -12.8% | -3.5% | -9.3% | -12.3% |
| 6M | +26.1% | -24.7% | +50.8% | +37.9% |
| YTD | +53.3% | -36.6% | +89.9% | +77.3% |
| 1Y | +113.7% | -34.4% | +148.0% | +143.7% |
| 3Y | +274.9% | -24.4% | +299.3% | +299.0% |
| 5Y | +470.1% | -35.4% | +505.5% | +537.1% |
| 10Y | +2,997.0% | +39.5% | +2,957.5% | +2,509.8% |
| All | +6,820.0% | +3,812.1% | +3,007.9% | +2,458.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling