+2,986.0%
KLAC vs KDP
+173.4%
+2,812.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.9% |
| 7D | +6.2% | -1.6% | +7.7% | +6.6% |
| 30D | -5.0% | +9.5% | -14.5% | -7.1% |
| 3M | -14.4% | +2.6% | -17.0% | -15.4% |
| 6M | +28.3% | +15.6% | +12.7% | +22.7% |
| YTD | +51.1% | +17.3% | +33.8% | +43.5% |
| 1Y | +100.4% | +20.1% | +80.3% | +88.3% |
| 3Y | +276.3% | +4.9% | +271.4% | +260.5% |
| 5Y | +452.1% | +5.0% | +447.1% | +429.2% |
| 10Y | +2,986.0% | +179.8% | +2,806.2% | +2,330.5% |
| All | +2,986.0% | +173.4% | +2,812.6% | +2,330.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling