+286.1%
KLAC vs DOCS
-52.4%
+338.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.2% |
| 7D | +10.0% | +2.6% | +7.4% | +9.6% |
| 30D | -14.8% | +11.4% | -26.2% | -16.2% |
| 3M | -27.2% | +25.4% | -52.6% | -29.8% |
| 6M | -17.5% | +42.5% | -60.0% | -23.5% |
| YTD | +25.8% | -24.7% | +50.5% | +30.0% |
| 1Y | +31.8% | -32.9% | +64.8% | +39.0% |
| 3Y | +195.3% | +39.6% | +155.7% | +146.8% |
| All | +286.1% | -52.4% | +338.5% | +270.9% |
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