+2,323.7%
KLAC vs PH
+700.5%
+1,623.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.2% |
| 7D | +21.2% | +7.4% | +13.8% | +15.3% |
| 30D | -14.5% | +0.5% | -15.0% | -14.2% |
| 3M | -24.4% | -10.2% | -14.1% | -17.6% |
| 6M | -12.9% | +8.9% | -21.9% | -17.3% |
| YTD | +29.9% | +9.7% | +20.3% | +23.8% |
| 1Y | +31.9% | +12.8% | +19.1% | +23.2% |
| 3Y | +201.5% | +134.6% | +66.9% | +67.7% |
| 5Y | +298.6% | +204.5% | +94.0% | +82.6% |
| All | +2,323.7% | +700.5% | +1,623.2% | +500.5% |
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