+2,249.0%
KLAC vs DECK
+938.4%
+1,310.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.3% | +5.0% | +7.8% |
| 7D | -1.1% | +6.4% | -7.5% | -3.3% |
| 30D | -22.6% | +9.1% | -31.7% | -25.1% |
| 3M | -23.5% | -7.2% | -16.3% | -22.0% |
| 6M | -18.8% | -9.9% | -8.9% | -17.4% |
| YTD | +25.0% | -12.8% | +37.8% | +26.0% |
| 1Y | +27.5% | +10.6% | +16.9% | +16.8% |
| 3Y | +206.1% | -13.8% | +220.0% | +186.4% |
| 5Y | +281.0% | +27.6% | +253.4% | +188.4% |
| 10Y | +2,249.0% | +887.0% | +1,361.9% | +1,031.9% |
| All | +2,249.0% | +938.4% | +1,310.6% | +1,031.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling