+195.3%
KLAC vs HWM
+348.7%
-153.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.1% | -2.6% |
| 7D | +10.0% | +7.3% | +2.7% | +6.0% |
| 30D | -14.8% | +1.6% | -16.4% | -15.3% |
| 3M | -27.2% | -21.9% | -5.3% | -17.8% |
| 6M | -17.5% | -19.0% | +1.6% | -8.7% |
| YTD | +25.8% | +7.9% | +17.9% | +18.6% |
| 1Y | +31.8% | +9.9% | +21.9% | +23.1% |
| 3Y | +195.3% | +342.1% | -146.8% | +47.4% |
| All | +195.3% | +348.7% | -153.4% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling