+281.0%
KLAC vs D
+14.9%
+266.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.5% | +9.8% | +9.3% |
| 7D | -1.1% | +0.8% | -1.9% | -1.0% |
| 30D | -22.6% | +10.7% | -33.3% | -22.0% |
| 3M | -23.5% | +2.3% | -25.8% | -23.2% |
| 6M | -18.8% | +12.5% | -31.3% | -18.3% |
| YTD | +25.0% | +20.1% | +5.0% | +25.8% |
| 1Y | +27.5% | +15.6% | +12.0% | +28.3% |
| 3Y | +206.1% | +75.2% | +131.0% | +200.4% |
| 5Y | +281.0% | +14.6% | +266.4% | +317.6% |
| All | +281.0% | +14.9% | +266.1% | +317.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling