+8,680.5%
KLAC vs JHX
+2,243.5%
+6,437.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.7% |
| 7D | -2.7% | -6.3% | +3.6% | -0.8% |
| 30D | -13.2% | -7.7% | -5.4% | -11.2% |
| 3M | -25.0% | +19.2% | -44.2% | -28.9% |
| 6M | +23.6% | +38.3% | -14.7% | +12.1% |
| YTD | +49.2% | +37.2% | +12.0% | +35.8% |
| 1Y | +89.3% | +42.3% | +47.0% | +69.1% |
| 3Y | +274.4% | -4.4% | +278.8% | +250.1% |
| 5Y | +440.9% | -26.4% | +467.3% | +435.1% |
| 10Y | +2,947.7% | +106.3% | +2,841.4% | +2,135.0% |
| All | +8,680.5% | +2,243.5% | +6,437.0% | +5,256.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling