+286.1%
KLAC vs DD
+67.2%
+218.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.7% |
| 7D | +10.0% | +5.0% | +5.0% | +6.4% |
| 30D | -14.8% | +19.7% | -34.5% | -24.9% |
| 3M | -27.2% | +7.2% | -34.4% | -30.6% |
| 6M | -17.5% | +1.0% | -18.5% | -18.0% |
| YTD | +25.8% | +29.1% | -3.3% | +4.4% |
| 1Y | +31.8% | +28.5% | +3.3% | +9.5% |
| 3Y | +195.3% | +89.4% | +105.8% | +77.4% |
| All | +286.1% | +67.2% | +218.9% | +154.5% |
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 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