+2,047.5%
KLAC vs DOC
+15.7%
+2,031.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.7% | +6.0% | +6.4% |
| 7D | -12.3% | +6.5% | -18.8% | -14.5% |
| 30D | -29.6% | +9.2% | -38.8% | -32.3% |
| 3M | -28.2% | -2.5% | -25.7% | -28.0% |
| 6M | -23.6% | +7.1% | -30.6% | -26.6% |
| YTD | +14.4% | +33.0% | -18.6% | -0.4% |
| 1Y | +15.4% | +23.3% | -7.9% | +3.5% |
| 3Y | +184.3% | +44.9% | +139.4% | +131.2% |
| 5Y | +248.9% | -21.6% | +270.5% | +270.8% |
| All | +2,047.5% | +15.7% | +2,031.8% | +1,768.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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