+6,328.7%
KLAC vs KDP
+1,283.7%
+5,045.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -4.0% |
| 7D | +10.0% | -0.8% | +10.8% | +10.2% |
| 30D | -14.8% | +9.7% | -24.5% | -17.9% |
| 3M | -27.2% | +17.6% | -44.8% | -31.7% |
| 6M | -17.5% | +25.8% | -43.2% | -25.0% |
| YTD | +25.8% | +33.9% | -8.0% | +11.0% |
| 1Y | +31.8% | +38.9% | -7.1% | +14.5% |
| 3Y | +195.3% | +26.8% | +168.5% | +157.6% |
| 5Y | +285.9% | +16.3% | +269.6% | +246.7% |
| 10Y | +2,247.6% | +248.1% | +1,999.5% | +1,180.0% |
| All | +6,328.7% | +1,283.7% | +5,045.0% | +1,553.4% |
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