+471.0%
KLAC vs DOCN
+110.0%
+361.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.6% | -4.4% | +2.6% |
| 7D | +7.5% | +3.7% | +3.8% | +6.7% |
| 30D | -15.3% | -33.7% | +18.4% | -6.0% |
| 3M | -19.6% | -27.9% | +8.3% | -13.5% |
| 6M | -12.5% | -46.4% | +33.9% | +1.0% |
| YTD | +33.0% | +81.1% | -48.1% | +7.6% |
| 1Y | +35.9% | +74.3% | -38.4% | +11.0% |
| 3Y | +208.6% | +245.8% | -37.2% | +98.8% |
| 5Y | +309.5% | -23.7% | +333.2% | +224.1% |
| All | +471.0% | +110.0% | +361.0% | +285.3% |
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