+279.1%
KLAC vs HIG
+101.4%
+177.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.1% |
| 7D | +6.2% | -0.5% | +6.7% | +6.1% |
| 30D | -5.0% | -2.8% | -2.2% | -5.3% |
| 3M | -14.4% | +6.3% | -20.8% | -14.3% |
| 6M | +28.3% | -0.1% | +28.4% | +29.1% |
| YTD | +51.1% | +0.4% | +50.7% | +52.0% |
| 1Y | +100.4% | +6.2% | +94.1% | +99.5% |
| All | +279.1% | +101.4% | +177.6% | +234.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling