+2,247.0%
KLAC vs JD
+31.5%
+2,215.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.6% |
| 7D | +10.0% | -4.1% | +14.1% | +11.2% |
| 30D | -14.8% | +4.6% | -19.4% | -16.3% |
| 3M | -27.2% | -4.7% | -22.4% | -26.5% |
| 6M | -17.5% | -17.4% | -0.1% | -13.7% |
| YTD | +25.8% | +0.7% | +25.1% | +23.3% |
| 1Y | +31.8% | -5.9% | +37.7% | +31.8% |
| 3Y | +195.3% | +18.9% | +176.4% | +159.6% |
| 5Y | +285.9% | -62.9% | +348.9% | +357.0% |
| All | +2,247.0% | +31.5% | +2,215.5% | +1,574.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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