+433.3%
KLAC vs DE
+97.2%
+336.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -2.7% | -2.6% | -0.1% | -1.6% |
| 30D | -13.2% | +9.0% | -22.2% | -16.7% |
| 3M | -25.0% | +19.1% | -44.2% | -30.4% |
| 6M | +23.6% | +14.4% | +9.2% | +16.3% |
| YTD | +49.2% | +45.9% | +3.3% | +25.5% |
| 1Y | +89.3% | +43.6% | +45.7% | +59.9% |
| 3Y | +274.4% | +75.9% | +198.5% | +182.5% |
| All | +433.3% | +97.2% | +336.1% | +266.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling