+109,962.1%
KLAC vs DOC
+2,926.9%
+107,035.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -0.2% | -13.1% | -13.3% |
| 7D | -22.5% | +6.2% | -28.7% | -24.3% |
| 30D | -34.3% | +6.5% | -40.7% | -36.1% |
| 3M | -32.6% | -6.2% | -26.4% | -31.5% |
| 6M | -24.9% | +25.6% | -50.5% | -32.2% |
| YTD | +7.2% | +32.1% | -24.9% | -5.3% |
| 1Y | +6.3% | +20.3% | -13.9% | -2.9% |
| 3Y | +166.1% | +42.7% | +123.3% | +123.1% |
| 5Y | +227.0% | -22.2% | +249.1% | +242.1% |
| 10Y | +1,940.3% | +16.5% | +1,923.8% | +1,644.6% |
| All | +109,962.1% | +2,926.9% | +107,035.3% | +26,598.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling