+2,257.9%
KLAC vs KDP
+258.4%
+1,999.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.7% |
| 7D | -2.1% | +8.2% | -10.3% | -3.7% |
| 30D | -21.8% | +18.4% | -40.1% | -24.8% |
| 3M | -20.5% | +29.2% | -49.8% | -25.3% |
| 6M | -18.0% | +32.3% | -50.2% | -23.8% |
| YTD | +26.4% | +38.5% | -12.1% | +15.4% |
| 1Y | +26.3% | +48.5% | -22.2% | +13.0% |
| 3Y | +193.3% | +32.5% | +160.8% | +164.2% |
| 5Y | +297.2% | +19.7% | +277.5% | +270.3% |
| All | +2,257.9% | +258.4% | +1,999.5% | +1,593.2% |
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