+430.6%
KLAC vs DD
+57.4%
+373.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.7% | -2.8% |
| 7D | +2.5% | -2.9% | +5.4% | +4.6% |
| 30D | -11.5% | -11.5% | 0.0% | -3.7% |
| 3M | -16.9% | -5.4% | -11.5% | -13.7% |
| 6M | +22.2% | -6.9% | +29.1% | +28.1% |
| YTD | +46.4% | +6.9% | +39.5% | +39.0% |
| 1Y | +91.0% | +35.6% | +55.4% | +52.5% |
| 3Y | +264.6% | +42.5% | +222.0% | +172.6% |
| 5Y | +430.6% | +58.5% | +372.1% | +273.1% |
| All | +430.6% | +57.4% | +373.2% | +273.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling