+97.2%
KLAC vs HWM
+29.5%
+67.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.5% |
| 7D | +6.2% | -8.0% | +14.2% | +10.2% |
| 30D | -5.0% | -18.0% | +13.0% | +5.9% |
| 3M | -14.4% | -9.5% | -4.9% | -11.0% |
| 6M | +28.3% | -8.4% | +36.7% | +30.8% |
| YTD | +51.1% | +13.6% | +37.5% | +28.6% |
| All | +97.2% | +29.5% | +67.7% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling