+252.2%
KLAC vs DOCS
-51.8%
+304.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.0% | +8.7% | +7.0% |
| 7D | -12.3% | -0.8% | -11.5% | -12.2% |
| 30D | -29.6% | +17.4% | -47.0% | -31.3% |
| 3M | -28.2% | +57.4% | -85.6% | -33.6% |
| 6M | -23.6% | +26.5% | -50.1% | -27.9% |
| YTD | +14.4% | -26.6% | +41.0% | +18.6% |
| 1Y | +15.4% | -48.1% | +63.5% | +27.6% |
| 3Y | +184.3% | +52.6% | +131.7% | +130.7% |
| All | +252.2% | -51.8% | +304.0% | +243.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling