+6,357.0%
KLAC vs KDP
+1,331.3%
+5,025.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.5% |
| 7D | -2.1% | +8.2% | -10.3% | -4.7% |
| 30D | -21.8% | +18.4% | -40.1% | -26.4% |
| 3M | -20.5% | +29.2% | -49.8% | -27.8% |
| 6M | -18.0% | +32.3% | -50.2% | -26.7% |
| YTD | +26.4% | +38.5% | -12.1% | +10.3% |
| 1Y | +26.3% | +48.5% | -22.2% | +7.2% |
| 3Y | +193.3% | +32.5% | +160.8% | +152.1% |
| 5Y | +297.2% | +19.7% | +277.5% | +253.9% |
| 10Y | +2,288.0% | +256.4% | +2,031.6% | +1,194.7% |
| All | +6,357.0% | +1,331.3% | +5,025.7% | +1,543.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling