+452.1%
KLAC vs JD
-60.9%
+512.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.8% | -2.6% |
| 7D | +6.2% | -3.0% | +9.2% | +7.0% |
| 30D | -5.0% | -19.3% | +14.3% | -0.3% |
| 3M | -14.4% | -6.0% | -8.4% | -13.7% |
| 6M | +28.3% | +1.8% | +26.5% | +26.4% |
| YTD | +51.1% | -2.6% | +53.7% | +50.4% |
| 1Y | +100.4% | -17.4% | +117.8% | +107.5% |
| 3Y | +276.3% | -8.6% | +284.9% | +267.6% |
| 5Y | +452.1% | -61.6% | +513.7% | +530.5% |
| All | +452.1% | -60.9% | +512.9% | +530.5% |
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