+286.1%
KLAC vs DAR
-27.0%
+313.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.5% |
| 7D | +10.0% | +11.6% | -1.6% | +6.4% |
| 30D | -14.8% | -10.2% | -4.6% | -12.0% |
| 3M | -27.2% | -14.8% | -12.3% | -23.9% |
| 6M | -17.5% | -10.1% | -7.4% | -15.5% |
| YTD | +25.8% | +55.5% | -29.7% | +7.5% |
| 1Y | +31.8% | +61.7% | -29.9% | +11.1% |
| 3Y | +195.3% | +37.2% | +158.1% | +147.4% |
| All | +286.1% | -27.0% | +313.1% | +283.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 5y: compounded portfolio wealth divided by compounded DAR 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…
5y analysis · Full analysis span regression · 6 months rolling