+1,784.9%
KLAC vs DBX
+22.6%
+1,762.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.5% |
| 7D | -2.7% | +2.1% | -4.8% | -3.4% |
| 30D | -13.2% | +5.7% | -18.9% | -15.1% |
| 3M | -25.0% | +31.8% | -56.8% | -32.9% |
| 6M | +23.6% | +37.5% | -13.9% | +7.1% |
| YTD | +49.2% | +27.9% | +21.3% | +32.3% |
| 1Y | +89.3% | +15.0% | +74.3% | +73.8% |
| 3Y | +274.4% | +27.2% | +247.2% | +218.7% |
| 5Y | +440.9% | +12.8% | +428.2% | +368.1% |
| All | +1,784.9% | +22.6% | +1,762.3% | +1,245.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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