+2,247.0%
KLAC vs DECK
+753.0%
+1,494.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.7% | -5.9% | -4.1% |
| 7D | +10.0% | +0.1% | +9.9% | +9.9% |
| 30D | -14.8% | +4.8% | -19.6% | -16.4% |
| 3M | -27.2% | -6.9% | -20.2% | -25.8% |
| 6M | -17.5% | -7.6% | -9.9% | -16.9% |
| YTD | +25.8% | -16.3% | +42.1% | +28.5% |
| 1Y | +31.8% | +4.5% | +27.3% | +23.2% |
| 3Y | +195.3% | -17.1% | +212.4% | +179.6% |
| 5Y | +285.9% | +21.9% | +264.0% | +196.2% |
| All | +2,247.0% | +753.0% | +1,494.0% | +1,050.4% |
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