+489.1%
KLAC vs HWM
+655.8%
-166.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -10.7% | +12.5% | +8.2% |
| 7D | +10.6% | -9.2% | +19.8% | +16.3% |
| 30D | -4.5% | -17.9% | +13.4% | +6.3% |
| 3M | -10.3% | -6.0% | -4.2% | -8.2% |
| 6M | +40.9% | -7.4% | +48.2% | +44.4% |
| YTD | +56.1% | +13.1% | +43.0% | +41.1% |
| 1Y | +109.0% | +29.3% | +79.7% | +73.8% |
| 3Y | +288.8% | +389.9% | -101.1% | +26.8% |
| 5Y | +489.1% | +655.5% | -166.4% | +42.5% |
| All | +489.1% | +655.8% | -166.6% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling