+2,838.9%
KLAC vs PH
+804.8%
+2,034.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.0% |
| 7D | +2.5% | -3.1% | +5.6% | +4.9% |
| 30D | -11.5% | -11.8% | +0.3% | -3.1% |
| 3M | -16.9% | +6.9% | -23.9% | -20.5% |
| 6M | +22.2% | -1.3% | +23.5% | +24.1% |
| YTD | +46.4% | +7.0% | +39.4% | +41.1% |
| 1Y | +91.0% | +23.1% | +67.9% | +66.1% |
| 3Y | +264.6% | +135.4% | +129.2% | +101.1% |
| 5Y | +430.6% | +250.3% | +180.2% | +122.1% |
| All | +2,838.9% | +804.8% | +2,034.2% | +616.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling