+89.3%
KLAC vs HIG
+5.5%
+83.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +1.6% |
| 7D | -2.7% | -1.5% | -1.2% | -3.9% |
| 30D | -13.2% | -0.4% | -12.8% | -13.2% |
| 3M | -25.0% | +6.7% | -31.7% | -20.3% |
| 6M | +23.6% | +2.0% | +21.6% | +29.9% |
| YTD | +49.2% | +0.3% | +48.9% | +58.2% |
| 1Y | +89.3% | +4.2% | +85.1% | +105.8% |
| All | +89.3% | +5.5% | +83.8% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling