+26.2%
KLAC vs KDP
+41.3%
-15.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.9% | -10.0% | -2.1% |
| 7D | -5.7% | +5.3% | -11.0% | -3.8% |
| 30D | -27.6% | +19.1% | -46.7% | -23.5% |
| 3M | -23.3% | +19.2% | -42.4% | -18.9% |
| 6M | -12.4% | +29.3% | -41.6% | -6.3% |
| YTD | +23.7% | +35.5% | -11.8% | +38.4% |
| 1Y | +26.2% | +43.5% | -17.3% | +47.8% |
| All | +26.2% | +41.3% | -15.2% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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