+154,996.0%
KLAC vs PHM
+10,944.2%
+144,051.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.9% |
| 7D | +6.2% | -3.9% | +10.0% | +7.4% |
| 30D | -5.0% | -8.6% | +3.6% | -2.5% |
| 3M | -14.4% | -2.9% | -11.5% | -14.0% |
| 6M | +28.3% | -5.7% | +34.0% | +29.9% |
| YTD | +51.1% | +1.9% | +49.2% | +49.3% |
| 1Y | +100.4% | -12.3% | +112.7% | +106.6% |
| 3Y | +276.3% | +50.8% | +225.6% | +221.9% |
| 5Y | +452.1% | +157.3% | +294.8% | +298.7% |
| 10Y | +2,986.0% | +566.5% | +2,419.4% | +1,521.4% |
| All | +154,996.0% | +10,944.2% | +144,051.8% | +30,688.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling