+15.4%
KLAC vs DOC
+20.9%
-5.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.7% | +6.0% | +6.7% |
| 7D | -12.3% | +6.5% | -18.8% | -12.4% |
| 30D | -29.6% | +9.2% | -38.8% | -29.8% |
| 3M | -28.2% | -2.5% | -25.7% | -27.5% |
| 6M | -23.6% | +7.1% | -30.6% | -24.6% |
| YTD | +14.4% | +33.0% | -18.6% | +9.8% |
| 1Y | +15.4% | +23.3% | -7.9% | +9.1% |
| All | +15.4% | +20.9% | -5.5% | +9.1% |
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