+100.4%
KLAC vs KDP
+20.0%
+80.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.5% |
| 7D | +6.2% | -1.6% | +7.7% | +5.8% |
| 30D | -5.0% | +9.5% | -14.5% | -3.3% |
| 3M | -14.4% | +2.6% | -17.0% | -13.8% |
| 6M | +28.3% | +15.6% | +12.7% | +30.1% |
| YTD | +51.1% | +17.3% | +33.8% | +55.7% |
| 1Y | +100.4% | +20.1% | +80.3% | +104.7% |
| All | +100.4% | +20.0% | +80.4% | +104.7% |
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