+227.0%
KLAC vs DECK
+25.8%
+201.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -1.5% | -11.8% | -12.8% |
| 7D | -22.5% | +6.0% | -28.5% | -24.1% |
| 30D | -34.3% | +7.4% | -41.7% | -36.0% |
| 3M | -32.6% | -11.7% | -20.9% | -30.2% |
| 6M | -24.9% | -11.0% | -14.0% | -23.5% |
| YTD | +7.2% | -15.4% | +22.6% | +9.2% |
| 1Y | +6.3% | +7.2% | -0.9% | -2.1% |
| 3Y | +166.1% | -11.8% | +177.9% | +135.3% |
| 5Y | +227.0% | +24.3% | +202.7% | +123.1% |
| All | +227.0% | +25.8% | +201.2% | +123.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling