+6.3%
KLAC vs DOC
+21.7%
-15.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -0.2% | -13.1% | -13.3% |
| 7D | -22.5% | +6.2% | -28.7% | -22.6% |
| 30D | -34.3% | +6.5% | -40.7% | -34.3% |
| 3M | -32.6% | -6.2% | -26.4% | -31.6% |
| 6M | -24.9% | +25.6% | -50.5% | -28.7% |
| YTD | +7.2% | +32.1% | -24.9% | +2.4% |
| 1Y | +6.3% | +20.3% | -13.9% | +0.3% |
| All | +6.3% | +21.7% | -15.4% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling