+457.8%
KLAC vs DOCN
+117.0%
+340.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.4% | -5.7% | -3.2% |
| 7D | +21.2% | +27.4% | -6.2% | +13.6% |
| 30D | -14.5% | -29.7% | +15.2% | -6.6% |
| 3M | -24.4% | -32.5% | +8.1% | -17.3% |
| 6M | -12.9% | -42.2% | +29.2% | -1.5% |
| YTD | +29.9% | +87.2% | -57.2% | +4.2% |
| 1Y | +31.9% | +86.2% | -54.3% | +5.8% |
| 3Y | +201.5% | +257.4% | -55.9% | +92.4% |
| 5Y | +298.6% | -27.4% | +325.9% | +216.3% |
| All | +457.8% | +117.0% | +340.8% | +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