+4,329.6%
KLAC vs CDW
+1,014.9%
+3,314.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | -0.5% |
| 7D | -2.1% | +13.1% | -15.1% | -8.9% |
| 30D | -21.8% | +19.1% | -40.9% | -29.8% |
| 3M | -20.5% | +24.7% | -45.3% | -31.6% |
| 6M | -18.0% | +63.4% | -81.3% | -41.8% |
| YTD | +26.4% | +26.3% | +0.1% | -0.1% |
| 1Y | +26.3% | +20.6% | +5.7% | +2.9% |
| 3Y | +193.3% | -16.3% | +209.6% | +198.5% |
| 5Y | +297.2% | -3.9% | +301.1% | +270.8% |
| 10Y | +2,288.0% | +331.5% | +1,956.5% | +1,015.8% |
| All | +4,329.6% | +1,014.9% | +3,314.7% | +1,603.3% |
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 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