+360.3%
KLAC vs DOCN
+70.4%
+289.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -15.9% | +2.5% | -9.1% |
| 7D | -22.5% | -29.3% | +6.8% | -14.9% |
| 30D | -34.3% | -46.0% | +11.8% | -23.1% |
| 3M | -32.6% | -43.2% | +10.6% | -22.9% |
| 6M | -24.9% | -53.7% | +28.8% | -9.8% |
| YTD | +7.2% | +46.9% | -39.7% | -8.3% |
| 1Y | +6.3% | +54.3% | -48.0% | -10.4% |
| 3Y | +166.1% | +185.5% | -19.5% | +80.0% |
| 5Y | +227.0% | -31.1% | +258.1% | +169.3% |
| All | +360.3% | +70.4% | +289.9% | +228.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling