+113.7%
KLAC vs HL
+134.7%
-21.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.5% | +9.8% | +8.0% |
| 7D | +5.7% | +1.5% | +4.3% | +5.1% |
| 30D | -3.6% | +25.1% | -28.7% | -10.1% |
| 3M | -12.8% | +22.9% | -35.7% | -18.8% |
| 6M | +26.1% | -4.9% | +31.0% | +23.3% |
| YTD | +53.3% | +7.8% | +45.5% | +46.4% |
| 1Y | +113.7% | +133.9% | -20.2% | +93.3% |
| All | +113.7% | +134.7% | -21.0% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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