+424.4%
KLAC vs DOCS
-19.4%
+443.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +21.2% | +0.1% | +21.1% | +21.2% |
| 30D | -14.5% | +8.7% | -23.2% | -15.4% |
| 3M | -24.4% | +32.9% | -57.2% | -27.3% |
| 6M | -12.9% | +25.5% | -38.5% | -17.1% |
| YTD | +29.9% | -25.0% | +55.0% | +33.5% |
| 1Y | +31.9% | -34.9% | +66.8% | +38.4% |
| 3Y | +201.5% | +39.3% | +162.2% | +162.5% |
| 5Y | +298.6% | -54.8% | +353.4% | +281.0% |
| All | +424.4% | -19.4% | +443.8% | +398.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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