+89.3%
KLAC vs HUM
+50.8%
+38.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.7% |
| 7D | -2.7% | +2.1% | -4.7% | -2.9% |
| 30D | -13.2% | +5.4% | -18.6% | -13.8% |
| 3M | -25.0% | +11.4% | -36.4% | -25.8% |
| 6M | +23.6% | +141.5% | -117.9% | +16.1% |
| YTD | +49.2% | +61.2% | -12.0% | +41.2% |
| 1Y | +89.3% | +49.2% | +40.2% | +79.8% |
| All | +89.3% | +50.8% | +38.5% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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