+2,896.3%
KLAC vs DELL
+4,530.0%
-1,633.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.0% | -10.0% | -3.3% |
| 7D | -2.7% | +8.2% | -10.9% | -6.3% |
| 30D | -13.2% | +17.1% | -30.2% | -19.9% |
| 3M | -25.0% | +45.2% | -70.2% | -37.8% |
| 6M | +23.6% | +286.8% | -263.2% | -38.9% |
| YTD | +49.2% | +354.8% | -305.6% | -33.3% |
| 1Y | +89.3% | +358.3% | -268.9% | -17.0% |
| 3Y | +274.4% | +724.9% | -450.5% | +7.7% |
| 5Y | +440.9% | +1,193.7% | -752.7% | +15.9% |
| All | +2,896.3% | +4,530.0% | -1,633.7% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DELL.
Daily Out/Under-Performance
Portfolio return minus DELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DELL 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 10y: compounded portfolio wealth divided by compounded DELL 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…
10y analysis · Full analysis span regression · 6 months rolling