+212.1%
KLAC vs DECK
-15.8%
+227.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.6% | +6.8% | +5.6% |
| 7D | +7.5% | -0.8% | +8.3% | +7.8% |
| 30D | -15.3% | +4.9% | -20.2% | -16.3% |
| 3M | -19.6% | -5.8% | -13.8% | -18.7% |
| 6M | -12.5% | -8.6% | -4.0% | -11.9% |
| YTD | +33.0% | -14.7% | +47.8% | +35.1% |
| 1Y | +35.9% | +6.9% | +29.1% | +28.1% |
| All | +212.1% | -15.8% | +227.9% | +201.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling