+36.1%
KLAC vs JD
-9.5%
+45.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.3% |
| 7D | +21.2% | -4.0% | +25.2% | +21.1% |
| 30D | -14.5% | +2.7% | -17.2% | -14.8% |
| 3M | -24.4% | -13.0% | -11.3% | -23.7% |
| 6M | -12.9% | -12.7% | -0.2% | -11.0% |
| YTD | +29.9% | -0.8% | +30.7% | +29.6% |
| All | +36.1% | -9.5% | +45.6% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling