+286.1%
KLAC vs PHM
+158.6%
+127.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +10.0% | -4.1% | +14.1% | +11.9% |
| 30D | -14.8% | +16.1% | -31.0% | -21.1% |
| 3M | -27.2% | -2.5% | -24.7% | -27.2% |
| 6M | -17.5% | +12.9% | -30.4% | -23.4% |
| YTD | +25.8% | +9.0% | +16.8% | +18.0% |
| 1Y | +31.8% | +8.2% | +23.7% | +23.7% |
| 3Y | +195.3% | +58.4% | +136.9% | +111.7% |
| All | +286.1% | +158.6% | +127.5% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling