+286.1%
KLAC vs PH
+203.8%
+82.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.1% | -3.1% |
| 7D | +10.0% | +4.3% | +5.6% | +6.1% |
| 30D | -14.8% | +0.1% | -15.0% | -14.3% |
| 3M | -27.2% | -9.4% | -17.8% | -20.1% |
| 6M | -17.5% | +8.8% | -26.2% | -22.4% |
| YTD | +25.8% | +9.6% | +16.2% | +18.4% |
| 1Y | +31.8% | +14.4% | +17.4% | +19.7% |
| 3Y | +195.3% | +134.5% | +60.8% | +44.9% |
| All | +286.1% | +203.8% | +82.4% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling