+2,841.9%
KLAC vs HWM
+1,494.1%
+1,347.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.5% | +7.8% | +7.5% |
| 7D | +5.7% | -2.1% | +7.8% | +6.4% |
| 30D | -3.6% | -11.0% | +7.4% | +1.0% |
| 3M | -12.8% | +4.0% | -16.8% | -14.7% |
| 6M | +26.1% | -0.2% | +26.3% | +25.4% |
| YTD | +53.3% | +26.7% | +26.7% | +37.4% |
| 1Y | +113.7% | +44.7% | +69.0% | +80.9% |
| 3Y | +274.9% | +426.1% | -151.2% | +80.0% |
| 5Y | +470.1% | +738.5% | -268.4% | +128.2% |
| All | +2,841.9% | +1,494.1% | +1,347.9% | +762.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling