+279.1%
KLAC vs DD
+42.2%
+236.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -1.6% |
| 7D | +6.2% | -3.8% | +10.0% | +8.7% |
| 30D | -5.0% | -9.2% | +4.2% | +0.8% |
| 3M | -14.4% | -9.0% | -5.4% | -9.4% |
| 6M | +28.3% | -5.0% | +33.3% | +32.4% |
| YTD | +51.1% | +7.4% | +43.7% | +45.0% |
| 1Y | +100.4% | +35.1% | +65.3% | +67.5% |
| All | +279.1% | +42.2% | +236.9% | +211.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling