+274.4%
KLAC vs HYG
+25.7%
+248.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.1% |
| 7D | -2.7% | -0.7% | -2.0% | +0.3% |
| 30D | -13.2% | -0.7% | -12.4% | -10.4% |
| 3M | -25.0% | -0.2% | -24.8% | -24.0% |
| 6M | +23.6% | +1.4% | +22.2% | +18.9% |
| YTD | +49.2% | +1.5% | +47.8% | +44.1% |
| 1Y | +89.3% | +2.9% | +86.4% | +74.7% |
| 3Y | +274.4% | +25.6% | +248.7% | +107.3% |
| All | +274.4% | +25.7% | +248.7% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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