+252.2%
KLAC vs DOC
-21.4%
+273.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.7% | +6.0% | +6.5% |
| 7D | -12.3% | +6.5% | -18.8% | -14.0% |
| 30D | -29.6% | +9.2% | -38.8% | -31.8% |
| 3M | -28.2% | -2.5% | -25.7% | -27.9% |
| 6M | -23.6% | +7.1% | -30.6% | -26.1% |
| YTD | +14.4% | +33.0% | -18.6% | +1.2% |
| 1Y | +15.4% | +23.3% | -7.9% | +4.9% |
| 3Y | +184.3% | +44.9% | +139.4% | +133.2% |
| All | +252.2% | -21.4% | +273.6% | +318.7% |
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