+2,323.7%
KLAC vs HWM
+1,503.5%
+820.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | +21.2% | +11.1% | +10.1% | +15.8% |
| 30D | -14.5% | +3.0% | -17.5% | -15.3% |
| 3M | -24.4% | -20.7% | -3.7% | -16.6% |
| 6M | -12.9% | -17.2% | +4.2% | -5.9% |
| YTD | +29.9% | +9.1% | +20.9% | +24.1% |
| 1Y | +31.9% | +9.0% | +22.9% | +26.0% |
| 3Y | +201.5% | +353.8% | -152.3% | +53.7% |
| 5Y | +298.6% | +608.0% | -309.5% | +70.5% |
| All | +2,323.7% | +1,503.5% | +820.2% | +639.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling