+113.7%
KLAC vs JHX
+56.2%
+57.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.6% | +4.8% | +6.3% |
| 7D | +5.7% | +1.5% | +4.2% | +5.1% |
| 30D | -3.6% | +7.2% | -10.8% | -6.5% |
| 3M | -12.8% | +29.9% | -42.7% | -22.2% |
| 6M | +26.1% | +35.4% | -9.3% | +8.0% |
| YTD | +53.3% | +46.5% | +6.9% | +32.1% |
| 1Y | +113.7% | +55.5% | +58.1% | +84.0% |
| All | +113.7% | +56.2% | +57.4% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 1y: compounded portfolio wealth divided by compounded JHX 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…
1y analysis · Full analysis span regression · 6 months rolling