+281.0%
KLAC vs JD
-58.0%
+339.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -2.5% | +11.8% | +9.9% |
| 7D | -1.1% | +7.9% | -9.0% | -3.1% |
| 30D | -22.6% | +4.8% | -27.4% | -23.6% |
| 3M | -23.5% | -13.9% | -9.6% | -21.2% |
| 6M | -18.8% | -5.8% | -13.0% | -18.5% |
| YTD | +25.0% | +2.4% | +22.6% | +22.6% |
| 1Y | +27.5% | -7.5% | +35.1% | +28.2% |
| 3Y | +206.1% | +20.9% | +185.3% | +179.3% |
| 5Y | +281.0% | -58.0% | +339.0% | +330.7% |
| All | +281.0% | -58.0% | +339.0% | +330.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling