+2,325.0%
KLAC vs HWM
+1,247.7%
+1,077.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.5% |
| 7D | -2.1% | -1.8% | -0.3% | -0.9% |
| 30D | -21.8% | -2.7% | -19.1% | -20.6% |
| 3M | -20.5% | -22.7% | +2.2% | -11.5% |
| 6M | -18.0% | -18.9% | +1.0% | -10.5% |
| YTD | +26.4% | +7.1% | +19.3% | +21.7% |
| 1Y | +26.3% | +4.7% | +21.6% | +22.8% |
| 3Y | +193.3% | +345.6% | -152.3% | +51.4% |
| 5Y | +297.2% | +588.3% | -291.1% | +73.0% |
| 10Y | +2,288.0% | +1,516.2% | +771.8% | +651.3% |
| All | +2,325.0% | +1,247.7% | +1,077.3% | +663.6% |
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