+157,277.0%
KLAC vs PH
+25,185.5%
+132,091.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.5% | +7.4% |
| 7D | +5.7% | -3.1% | +8.8% | +7.6% |
| 30D | -3.6% | -3.2% | -0.4% | -2.0% |
| 3M | -12.8% | +10.6% | -23.4% | -17.3% |
| 6M | +26.1% | -2.1% | +28.2% | +28.5% |
| YTD | +53.3% | +10.2% | +43.1% | +46.8% |
| 1Y | +113.7% | +28.2% | +85.5% | +87.8% |
| 3Y | +274.9% | +134.9% | +140.0% | +137.6% |
| 5Y | +470.1% | +253.6% | +216.5% | +191.7% |
| 10Y | +2,997.0% | +804.7% | +2,192.3% | +838.2% |
| All | +157,277.0% | +25,185.5% | +132,091.4% | +11,089.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling