+433.3%
KLAC vs DUK
+39.2%
+394.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +2.0% |
| 7D | -2.7% | -0.7% | -2.0% | -2.8% |
| 30D | -13.2% | -2.4% | -10.7% | -13.7% |
| 3M | -25.0% | -3.0% | -22.0% | -25.4% |
| 6M | +23.6% | -6.6% | +30.2% | +22.4% |
| YTD | +49.2% | +4.6% | +44.7% | +50.3% |
| 1Y | +89.3% | +1.2% | +88.1% | +90.0% |
| 3Y | +274.4% | +45.7% | +228.7% | +268.4% |
| All | +433.3% | +39.2% | +394.0% | +445.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling