+157,277.0%
KLAC vs DD
+961.9%
+156,315.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.4% | +7.0% | +7.2% |
| 7D | +5.7% | -3.5% | +9.2% | +7.5% |
| 30D | -3.6% | -10.3% | +6.7% | +1.5% |
| 3M | -12.8% | -7.5% | -5.3% | -9.5% |
| 6M | +26.1% | -8.0% | +34.1% | +31.2% |
| YTD | +53.3% | +10.5% | +42.8% | +46.3% |
| 1Y | +113.7% | +38.3% | +75.4% | +83.0% |
| 3Y | +274.9% | +42.5% | +232.4% | +212.1% |
| 5Y | +470.1% | +60.2% | +410.0% | +353.2% |
| 10Y | +2,997.0% | +68.9% | +2,928.2% | +2,195.3% |
| All | +157,277.0% | +961.9% | +156,315.1% | +45,387.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling