-12.4%
KLAC vs DECK
-10.6%
-1.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.0% | -10.1% | -3.3% |
| 7D | -5.7% | +10.4% | -16.0% | -4.5% |
| 30D | -27.6% | +11.1% | -38.7% | -26.6% |
| 3M | -23.3% | -10.8% | -12.5% | -24.8% |
| 6M | -12.4% | -8.7% | -3.6% | -15.5% |
| All | -12.4% | -10.6% | -1.8% | -15.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling