+518.8%
KLAC vs DOCS
-36.0%
+554.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.8% | +10.1% | +7.7% |
| 7D | +5.7% | -1.4% | +7.2% | +5.9% |
| 30D | -3.6% | +21.8% | -25.4% | -6.8% |
| 3M | -12.8% | +27.3% | -40.1% | -16.6% |
| 6M | +26.1% | -0.3% | +26.4% | +23.6% |
| YTD | +53.3% | -40.5% | +93.8% | +62.5% |
| 1Y | +113.7% | -61.5% | +175.2% | +142.9% |
| 3Y | +274.9% | +8.2% | +266.7% | +237.3% |
| 5Y | +470.1% | -73.4% | +543.6% | +468.5% |
| All | +518.8% | -36.0% | +554.8% | +506.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling