+89.3%
KLAC vs DD
+34.9%
+54.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +2.1% |
| 7D | -2.7% | -3.5% | +0.8% | -0.3% |
| 30D | -13.2% | -11.7% | -1.5% | -5.9% |
| 3M | -25.0% | -9.2% | -15.8% | -20.1% |
| 6M | +23.6% | -7.2% | +30.8% | +30.3% |
| YTD | +49.2% | +6.6% | +42.6% | +45.1% |
| 1Y | +89.3% | +32.0% | +57.3% | +58.5% |
| All | +89.3% | +34.9% | +54.4% | +58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling