+206.1%
KLAC vs D
+71.1%
+135.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.5% | +9.8% | +9.2% |
| 7D | -1.1% | +0.8% | -1.9% | -0.8% |
| 30D | -22.6% | +10.7% | -33.3% | -20.5% |
| 3M | -23.5% | +2.3% | -25.8% | -22.6% |
| 6M | -18.8% | +12.5% | -31.3% | -16.4% |
| YTD | +25.0% | +20.1% | +5.0% | +30.3% |
| 1Y | +27.5% | +15.6% | +12.0% | +32.2% |
| 3Y | +206.1% | +75.2% | +131.0% | +243.9% |
| All | +206.1% | +71.1% | +135.1% | +243.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling