+126,912.3%
KLAC vs DOC
+2,934.4%
+123,977.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.2% | -5.3% |
| 7D | -5.7% | +8.7% | -14.4% | -8.6% |
| 30D | -27.6% | +7.6% | -35.2% | -29.9% |
| 3M | -23.3% | -5.3% | -18.0% | -22.3% |
| 6M | -12.4% | +27.6% | -40.0% | -21.3% |
| YTD | +23.7% | +32.4% | -8.7% | +9.2% |
| 1Y | +26.2% | +22.9% | +3.3% | +14.3% |
| 3Y | +207.0% | +43.1% | +163.9% | +157.2% |
| 5Y | +284.4% | -21.4% | +305.8% | +300.7% |
| 10Y | +2,254.6% | +16.8% | +2,237.7% | +1,911.2% |
| All | +126,912.3% | +2,934.4% | +123,977.9% | +30,677.3% |
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