+2,982.1%
KLAC vs DOC
-2.1%
+2,984.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.8% | +9.1% | +8.0% |
| 7D | +5.7% | -1.5% | +7.2% | +6.3% |
| 30D | -3.6% | -4.8% | +1.1% | -1.9% |
| 3M | -12.8% | +6.9% | -19.7% | -15.7% |
| 6M | +26.1% | +20.7% | +5.3% | +15.2% |
| YTD | +53.3% | +34.1% | +19.2% | +33.9% |
| 1Y | +113.7% | +22.6% | +91.0% | +93.3% |
| 3Y | +274.9% | +20.8% | +254.1% | +232.4% |
| 5Y | +470.1% | -24.9% | +495.0% | +518.3% |
| All | +2,982.1% | -2.1% | +2,984.2% | +2,662.2% |
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