+2,986.0%
KLAC vs D
+34.1%
+2,951.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.8% |
| 7D | +6.2% | -0.4% | +6.6% | +6.3% |
| 30D | -5.0% | -2.1% | -2.9% | -4.4% |
| 3M | -14.4% | -0.7% | -13.7% | -14.4% |
| 6M | +28.3% | +5.6% | +22.7% | +25.5% |
| YTD | +51.1% | +14.6% | +36.5% | +44.3% |
| 1Y | +100.4% | +15.3% | +85.0% | +90.5% |
| 3Y | +276.3% | +59.1% | +217.2% | +210.0% |
| 5Y | +452.1% | +3.9% | +448.1% | +437.6% |
| 10Y | +2,986.0% | +38.5% | +2,947.5% | +2,553.7% |
| All | +2,986.0% | +34.1% | +2,951.9% | +2,553.7% |
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