+2,257.9%
KLAC vs CDW
+329.0%
+1,928.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | -0.6% |
| 7D | -2.1% | +13.1% | -15.1% | -9.4% |
| 30D | -21.8% | +19.1% | -40.9% | -30.4% |
| 3M | -20.5% | +24.7% | -45.3% | -32.4% |
| 6M | -18.0% | +63.4% | -81.3% | -43.6% |
| YTD | +26.4% | +26.3% | +0.1% | -2.4% |
| 1Y | +26.3% | +20.6% | +5.7% | +1.0% |
| 3Y | +193.3% | -16.3% | +209.6% | +199.1% |
| 5Y | +297.2% | -3.9% | +301.1% | +264.4% |
| All | +2,257.9% | +329.0% | +1,928.9% | +955.5% |
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