+2,896.3%
KLAC vs JHX
+106.3%
+2,790.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.6% |
| 7D | -2.7% | -6.3% | +3.6% | -0.1% |
| 30D | -13.2% | -7.7% | -5.4% | -10.4% |
| 3M | -25.0% | +19.2% | -44.2% | -30.4% |
| 6M | +23.6% | +38.3% | -14.7% | +7.7% |
| YTD | +49.2% | +37.2% | +12.0% | +30.6% |
| 1Y | +89.3% | +42.3% | +47.0% | +61.3% |
| 3Y | +274.4% | -4.4% | +278.8% | +232.0% |
| 5Y | +440.9% | -26.4% | +467.3% | +424.2% |
| All | +2,896.3% | +106.3% | +2,790.1% | +1,627.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling