+2,896.3%
KLAC vs DUK
+129.4%
+2,766.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +1.9% |
| 7D | -2.7% | -0.7% | -2.0% | -2.5% |
| 30D | -13.2% | -2.4% | -10.7% | -12.6% |
| 3M | -25.0% | -3.0% | -22.0% | -24.7% |
| 6M | +23.6% | -6.6% | +30.2% | +25.2% |
| YTD | +49.2% | +4.6% | +44.7% | +45.2% |
| 1Y | +89.3% | +1.2% | +88.1% | +85.7% |
| 3Y | +274.4% | +45.7% | +228.7% | +202.0% |
| 5Y | +440.9% | +40.3% | +400.6% | +334.4% |
| All | +2,896.3% | +129.4% | +2,766.9% | +1,807.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling