+2,986.0%
KLAC vs CDW
+262.5%
+2,723.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.8% | -2.3% |
| 7D | +6.2% | -4.2% | +10.4% | +8.7% |
| 30D | -5.0% | +4.9% | -9.8% | -8.6% |
| 3M | -14.4% | +7.3% | -21.7% | -20.6% |
| 6M | +28.3% | +19.2% | +9.1% | +5.1% |
| YTD | +51.1% | +6.2% | +44.9% | +32.1% |
| 1Y | +100.4% | -14.0% | +114.4% | +103.1% |
| 3Y | +276.3% | -30.0% | +306.3% | +335.5% |
| 5Y | +452.1% | -23.6% | +475.6% | +494.4% |
| 10Y | +2,986.0% | +269.4% | +2,716.6% | +1,417.4% |
| All | +2,986.0% | +262.5% | +2,723.5% | +1,417.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling