+430.6%
KLAC vs HIG
+118.8%
+311.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | +2.5% | -2.3% | +4.7% | +3.0% |
| 30D | -11.5% | -1.2% | -10.3% | -11.3% |
| 3M | -16.9% | +6.3% | -23.2% | -19.4% |
| 6M | +22.2% | +0.6% | +21.7% | +20.5% |
| YTD | +46.4% | +0.6% | +45.7% | +43.9% |
| 1Y | +91.0% | +6.1% | +84.9% | +82.6% |
| 3Y | +264.6% | +102.0% | +162.6% | +131.8% |
| 5Y | +430.6% | +119.2% | +311.4% | +210.6% |
| All | +430.6% | +118.8% | +311.8% | +210.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling