+129,625.8%
KLAC vs D
+2,441.4%
+127,184.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -2.1% | +2.4% | -4.4% | -2.9% |
| 30D | -21.8% | +10.9% | -32.7% | -24.7% |
| 3M | -20.5% | +2.8% | -23.4% | -21.7% |
| 6M | -18.0% | +12.7% | -30.7% | -22.0% |
| YTD | +26.4% | +20.3% | +6.1% | +17.2% |
| 1Y | +26.3% | +17.1% | +9.2% | +18.0% |
| 3Y | +193.3% | +75.1% | +118.1% | +130.3% |
| 5Y | +297.2% | +13.1% | +284.1% | +260.3% |
| 10Y | +2,288.0% | +48.3% | +2,239.7% | +1,813.2% |
| All | +129,625.8% | +2,441.4% | +127,184.3% | +48,979.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling