+26.1%
KLAC vs JD
+15.3%
+10.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.9% | +5.4% | +7.5% |
| 7D | +5.7% | -1.7% | +7.4% | +5.4% |
| 30D | -3.6% | -13.2% | +9.5% | -5.3% |
| 3M | -12.8% | -3.2% | -9.6% | -12.7% |
| 6M | +26.1% | +15.2% | +10.8% | +29.0% |
| All | +26.1% | +15.3% | +10.7% | +29.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling