+279.1%
KLAC vs PHM
+50.2%
+228.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.9% |
| 7D | +6.2% | -3.9% | +10.0% | +7.6% |
| 30D | -5.0% | -8.6% | +3.6% | -2.2% |
| 3M | -14.4% | -2.9% | -11.5% | -14.1% |
| 6M | +28.3% | -5.7% | +34.0% | +29.6% |
| YTD | +51.1% | +1.9% | +49.2% | +48.6% |
| 1Y | +100.4% | -12.3% | +112.7% | +106.6% |
| All | +279.1% | +50.2% | +228.9% | +206.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling