+4,458.6%
KLAC vs JD
+48.3%
+4,410.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.9% | +5.4% | +6.8% |
| 7D | +5.7% | -1.7% | +7.4% | +6.2% |
| 30D | -3.6% | -13.2% | +9.5% | -0.2% |
| 3M | -12.8% | -3.2% | -9.6% | -12.7% |
| 6M | +26.1% | +15.2% | +10.8% | +19.8% |
| YTD | +53.3% | +2.0% | +51.3% | +50.7% |
| 1Y | +113.7% | -5.4% | +119.1% | +114.3% |
| 3Y | +274.9% | -9.1% | +284.0% | +262.6% |
| 5Y | +470.1% | -59.6% | +529.8% | +537.6% |
| 10Y | +2,997.0% | +26.2% | +2,970.8% | +2,438.2% |
| All | +4,458.6% | +48.3% | +4,410.3% | +3,500.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling