+270.8%
KLAC vs DOC
+20.8%
+250.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.8% | +9.1% | +7.7% |
| 7D | +5.7% | -1.5% | +7.2% | +6.1% |
| 30D | -3.6% | -4.8% | +1.1% | -2.6% |
| 3M | -12.8% | +6.9% | -19.7% | -14.7% |
| 6M | +26.1% | +20.7% | +5.3% | +19.0% |
| YTD | +53.3% | +34.1% | +19.2% | +40.6% |
| 1Y | +113.7% | +22.6% | +91.0% | +100.6% |
| All | +270.8% | +20.8% | +250.1% | +226.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling