+2,896.3%
KLAC vs PHM
+568.1%
+2,328.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.3% |
| 7D | -2.7% | -5.0% | +2.3% | -0.5% |
| 30D | -13.2% | -8.4% | -4.7% | -9.9% |
| 3M | -25.0% | -4.4% | -20.6% | -24.2% |
| 6M | +23.6% | -3.7% | +27.3% | +24.5% |
| YTD | +49.2% | +1.3% | +47.9% | +46.6% |
| 1Y | +89.3% | -14.0% | +103.4% | +98.8% |
| 3Y | +274.4% | +48.1% | +226.2% | +194.4% |
| 5Y | +440.9% | +158.8% | +282.2% | +220.5% |
| All | +2,896.3% | +568.1% | +2,328.2% | +1,099.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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