+154,996.0%
KLAC vs DE
+14,495.7%
+140,500.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | +6.2% | -3.0% | +9.2% | +7.6% |
| 30D | -5.0% | +11.1% | -16.1% | -9.8% |
| 3M | -14.4% | +17.6% | -32.0% | -20.5% |
| 6M | +28.3% | +13.6% | +14.7% | +20.5% |
| YTD | +51.1% | +46.3% | +4.8% | +25.7% |
| 1Y | +100.4% | +44.2% | +56.2% | +67.2% |
| 3Y | +276.3% | +76.6% | +199.8% | +180.9% |
| 5Y | +452.1% | +98.2% | +353.8% | +281.1% |
| 10Y | +2,986.0% | +863.5% | +2,122.5% | +933.7% |
| All | +154,996.0% | +14,495.7% | +140,500.3% | +16,323.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling