+430.6%
KLAC vs DBX
+8.4%
+422.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.5% | -3.6% |
| 7D | +2.5% | -1.8% | +4.3% | +2.9% |
| 30D | -11.5% | +2.8% | -14.4% | -12.7% |
| 3M | -16.9% | +26.8% | -43.7% | -25.1% |
| 6M | +22.2% | +32.8% | -10.5% | +6.4% |
| YTD | +46.4% | +26.1% | +20.3% | +29.9% |
| 1Y | +91.0% | +14.1% | +76.9% | +76.2% |
| 3Y | +264.6% | +25.7% | +238.8% | +199.7% |
| 5Y | +430.6% | +11.2% | +419.4% | +321.2% |
| All | +430.6% | +8.4% | +422.1% | +321.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling