+288.8%
KLAC vs PH
+141.1%
+147.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.4% |
| 7D | +10.6% | +0.4% | +10.2% | +10.2% |
| 30D | -4.5% | -10.8% | +6.3% | +5.3% |
| 3M | -10.3% | +8.5% | -18.7% | -15.9% |
| 6M | +40.9% | +3.9% | +37.0% | +37.0% |
| YTD | +56.1% | +9.4% | +46.7% | +46.5% |
| 1Y | +109.0% | +26.8% | +82.2% | +73.8% |
| 3Y | +288.8% | +140.8% | +148.0% | +113.0% |
| All | +288.8% | +141.1% | +147.8% | +113.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling