+157,277.0%
KLAC vs D
+2,347.4%
+154,929.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.4% | +8.7% | +7.8% |
| 7D | +5.7% | +0.4% | +5.3% | +5.5% |
| 30D | -3.6% | -3.6% | -0.1% | -2.5% |
| 3M | -12.8% | -1.0% | -11.8% | -12.8% |
| 6M | +26.1% | +6.3% | +19.8% | +22.5% |
| YTD | +53.3% | +14.7% | +38.6% | +45.1% |
| 1Y | +113.7% | +16.9% | +96.7% | +100.4% |
| 3Y | +274.9% | +56.8% | +218.1% | +206.3% |
| 5Y | +470.1% | +5.2% | +464.9% | +431.9% |
| 10Y | +2,997.0% | +35.9% | +2,961.2% | +2,465.2% |
| All | +157,277.0% | +2,347.4% | +154,929.6% | +60,433.5% |
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