+5,273.8%
KLAC vs CDW
+903.1%
+4,370.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.9% |
| 7D | +5.7% | +3.2% | +2.6% | +3.7% |
| 30D | -3.6% | +9.3% | -12.9% | -9.2% |
| 3M | -12.8% | +9.8% | -22.6% | -19.3% |
| 6M | +26.1% | +23.3% | +2.7% | +3.5% |
| YTD | +53.3% | +13.7% | +39.7% | +30.8% |
| 1Y | +113.7% | -6.5% | +120.2% | +106.1% |
| 3Y | +274.9% | -25.2% | +300.1% | +314.2% |
| 5Y | +470.1% | -19.5% | +489.6% | +498.6% |
| 10Y | +2,997.0% | +285.8% | +2,711.2% | +1,464.0% |
| All | +5,273.8% | +903.1% | +4,370.7% | +2,130.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling