+113.7%
KLAC vs PH
+30.5%
+83.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.5% | +7.5% |
| 7D | +5.7% | -3.1% | +8.8% | +9.0% |
| 30D | -3.6% | -3.2% | -0.4% | -0.9% |
| 3M | -12.8% | +10.6% | -23.4% | -20.8% |
| 6M | +26.1% | -2.1% | +28.2% | +27.9% |
| YTD | +53.3% | +10.2% | +43.1% | +43.5% |
| 1Y | +113.7% | +28.2% | +85.5% | +83.4% |
| All | +113.7% | +30.5% | +83.2% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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