+288.8%
KLAC vs CDW
-29.2%
+318.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.2% | +7.0% | +3.6% |
| 7D | +10.6% | -3.9% | +14.5% | +11.9% |
| 30D | -4.5% | +6.9% | -11.4% | -7.2% |
| 3M | -10.3% | +7.7% | -17.9% | -13.9% |
| 6M | +40.9% | +18.3% | +22.6% | +24.5% |
| YTD | +56.1% | +7.8% | +48.3% | +44.6% |
| 1Y | +109.0% | -12.2% | +121.2% | +121.6% |
| 3Y | +288.8% | -28.9% | +317.8% | +330.5% |
| All | +288.8% | -29.2% | +318.1% | +330.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling