+2,896.3%
KLAC vs DD
+66.6%
+2,829.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +2.1% |
| 7D | -2.7% | -3.5% | +0.8% | -0.4% |
| 30D | -13.2% | -11.7% | -1.5% | -6.0% |
| 3M | -25.0% | -9.2% | -15.8% | -20.4% |
| 6M | +23.6% | -7.2% | +30.8% | +29.4% |
| YTD | +49.2% | +6.6% | +42.6% | +42.8% |
| 1Y | +89.3% | +32.0% | +57.3% | +57.3% |
| 3Y | +274.4% | +42.1% | +232.2% | +188.9% |
| 5Y | +440.9% | +58.1% | +382.9% | +289.5% |
| All | +2,896.3% | +66.6% | +2,829.7% | +1,794.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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