+267.2%
KLAC vs DE
+75.2%
+192.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.2% |
| 7D | +2.5% | -2.4% | +4.8% | +3.4% |
| 30D | -11.5% | +9.7% | -21.2% | -15.0% |
| 3M | -16.9% | +21.4% | -38.3% | -22.7% |
| 6M | +22.2% | +15.0% | +7.2% | +15.5% |
| YTD | +46.4% | +46.4% | -0.1% | +25.4% |
| 1Y | +91.0% | +45.6% | +45.4% | +63.5% |
| All | +267.2% | +75.2% | +192.0% | +182.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling