+227.0%
KLAC vs DOC
-22.1%
+249.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -0.2% | -13.1% | -13.3% |
| 7D | -22.5% | +6.2% | -28.7% | -24.0% |
| 30D | -34.3% | +6.5% | -40.7% | -35.8% |
| 3M | -32.6% | -6.2% | -26.4% | -31.4% |
| 6M | -24.9% | +25.6% | -50.5% | -31.9% |
| YTD | +7.2% | +32.1% | -24.9% | -5.0% |
| 1Y | +6.3% | +20.3% | -13.9% | -2.5% |
| 3Y | +166.1% | +42.7% | +123.3% | +119.6% |
| 5Y | +227.0% | -22.2% | +249.1% | +290.1% |
| All | +227.0% | -22.1% | +249.1% | +290.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling