+24,765.3%
KLAC vs HIG
+980.5%
+23,784.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.3% |
| 7D | +10.6% | -1.1% | +11.7% | +10.8% |
| 30D | -4.5% | -4.9% | +0.4% | -3.5% |
| 3M | -10.3% | +6.8% | -17.0% | -12.2% |
| 6M | +40.9% | -1.7% | +42.6% | +40.1% |
| YTD | +56.1% | -0.2% | +56.3% | +54.4% |
| 1Y | +109.0% | +5.7% | +103.3% | +103.6% |
| 3Y | +288.8% | +100.3% | +188.5% | +223.5% |
| 5Y | +489.1% | +118.5% | +370.7% | +380.9% |
| 10Y | +3,041.8% | +309.7% | +2,732.0% | +2,062.5% |
| All | +24,765.3% | +980.5% | +23,784.8% | +8,846.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling