+2,249.0%
KLAC vs D
+42.1%
+2,206.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.5% | +9.8% | +9.4% |
| 7D | -1.1% | +0.8% | -1.9% | -1.4% |
| 30D | -22.6% | +10.7% | -33.3% | -24.8% |
| 3M | -23.5% | +2.3% | -25.8% | -24.2% |
| 6M | -18.8% | +12.5% | -31.3% | -22.0% |
| YTD | +25.0% | +20.1% | +5.0% | +17.6% |
| 1Y | +27.5% | +15.6% | +12.0% | +21.1% |
| 3Y | +206.1% | +75.2% | +131.0% | +144.1% |
| 5Y | +281.0% | +14.6% | +266.4% | +256.9% |
| 10Y | +2,249.0% | +43.8% | +2,205.2% | +1,886.3% |
| All | +2,249.0% | +42.1% | +2,206.8% | +1,886.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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