+2,708.5%
KLAC vs HWM
+1,301.3%
+1,407.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.2% |
| 7D | +2.5% | -12.5% | +15.0% | +8.1% |
| 30D | -11.5% | -19.0% | +7.5% | -3.7% |
| 3M | -16.9% | -8.6% | -8.3% | -14.2% |
| 6M | +22.2% | -10.2% | +32.4% | +26.6% |
| YTD | +46.4% | +11.3% | +35.0% | +38.2% |
| 1Y | +91.0% | +24.3% | +66.7% | +72.1% |
| 3Y | +264.6% | +382.3% | -117.7% | +81.3% |
| 5Y | +430.6% | +640.6% | -210.0% | +123.3% |
| All | +2,708.5% | +1,301.3% | +1,407.2% | +767.0% |
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