+113.7%
KLAC vs CDW
-5.0%
+118.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.4% |
| 7D | +5.7% | +3.2% | +2.6% | +5.6% |
| 30D | -3.6% | +9.3% | -12.9% | -4.0% |
| 3M | -12.8% | +9.8% | -22.6% | -12.8% |
| 6M | +26.1% | +23.3% | +2.7% | +23.2% |
| YTD | +53.3% | +13.7% | +39.7% | +54.3% |
| 1Y | +113.7% | -6.5% | +120.2% | +123.3% |
| All | +113.7% | -5.0% | +118.7% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1y: compounded portfolio wealth divided by compounded CDW 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…
1y analysis · Full analysis span regression · 6 months rolling