+26.2%
KLAC vs DE
+49.6%
-23.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -4.6% |
| 7D | -5.7% | +5.6% | -11.2% | -7.3% |
| 30D | -27.6% | -0.8% | -26.7% | -27.4% |
| 3M | -23.3% | +9.8% | -33.1% | -26.2% |
| 6M | -12.4% | +17.5% | -29.9% | -16.6% |
| YTD | +23.7% | +46.5% | -22.7% | +17.8% |
| 1Y | +26.2% | +46.1% | -19.9% | +19.8% |
| All | +26.2% | +49.6% | -23.4% | +19.8% |
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