+470.0%
KLAC vs DOC
-24.5%
+494.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.8% | +9.1% | +7.9% |
| 7D | +5.7% | -1.5% | +7.2% | +6.2% |
| 30D | -3.6% | -4.8% | +1.1% | -2.1% |
| 3M | -12.8% | +6.9% | -19.7% | -15.4% |
| 6M | +26.1% | +20.7% | +5.3% | +16.6% |
| YTD | +53.3% | +34.1% | +19.2% | +36.1% |
| 1Y | +113.7% | +22.6% | +91.0% | +95.8% |
| 3Y | +274.9% | +20.8% | +254.1% | +239.7% |
| All | +470.0% | -24.5% | +494.6% | +532.6% |
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