+26.2%
KLAC vs DUK
+7.9%
+18.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.5% | -1.8% |
| 7D | -5.7% | +4.9% | -10.5% | -1.2% |
| 30D | -27.6% | +13.8% | -41.4% | -17.9% |
| 3M | -23.3% | +5.2% | -28.5% | -18.8% |
| 6M | -12.4% | +3.5% | -15.8% | -7.1% |
| YTD | +23.7% | +13.5% | +10.3% | +36.3% |
| 1Y | +26.2% | +8.3% | +17.9% | +37.0% |
| All | +26.2% | +7.9% | +18.3% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 1y: compounded portfolio wealth divided by compounded DUK 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…
1y analysis · Full analysis span regression · 6 months rolling