+436.8%
KLAC vs DOCN
+88.7%
+348.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +8.0% | +1.3% | +7.1% |
| 7D | -1.1% | -12.8% | +11.7% | +2.8% |
| 30D | -22.6% | -41.9% | +19.3% | -11.0% |
| 3M | -23.5% | -36.9% | +13.4% | -14.8% |
| 6M | -18.8% | -52.2% | +33.4% | -3.3% |
| YTD | +25.0% | +62.7% | -37.7% | +4.2% |
| 1Y | +27.5% | +58.2% | -30.7% | +6.9% |
| 3Y | +206.1% | +219.5% | -13.3% | +101.6% |
| 5Y | +281.0% | -32.9% | +313.9% | +211.2% |
| All | +436.8% | +88.7% | +348.2% | +273.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling