+35.9%
KLAC vs JD
-9.4%
+45.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.6% | +6.9% | +5.2% |
| 7D | +7.5% | +0.4% | +7.1% | +7.4% |
| 30D | -15.3% | +4.2% | -19.5% | -15.6% |
| 3M | -19.6% | -12.8% | -6.8% | -18.7% |
| 6M | -12.5% | -8.8% | -3.8% | -11.6% |
| YTD | +33.0% | +0.5% | +32.5% | +32.5% |
| 1Y | +35.9% | -8.8% | +44.7% | +42.9% |
| All | +35.9% | -9.4% | +45.3% | +42.9% |
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