+113.7%
KLAC vs DE
+49.4%
+64.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.4% | +7.4% |
| 7D | +5.7% | +10.0% | -4.3% | +2.1% |
| 30D | -3.6% | +13.3% | -16.9% | -8.1% |
| 3M | -12.8% | +17.5% | -30.3% | -17.0% |
| 6M | +26.1% | +13.6% | +12.5% | +19.8% |
| YTD | +53.3% | +49.8% | +3.5% | +41.8% |
| 1Y | +113.7% | +47.9% | +65.8% | +97.1% |
| All | +113.7% | +49.4% | +64.3% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling