+430.6%
KLAC vs DELL
+1,035.2%
-604.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.3% | +2.2% | -1.0% |
| 7D | +2.5% | -1.9% | +4.3% | +3.3% |
| 30D | -11.5% | +14.9% | -26.4% | -17.0% |
| 3M | -16.9% | +37.2% | -54.2% | -27.8% |
| 6M | +22.2% | +254.0% | -231.7% | -33.2% |
| YTD | +46.4% | +306.1% | -259.8% | -26.1% |
| 1Y | +91.0% | +312.3% | -221.3% | -5.7% |
| 3Y | +264.6% | +654.0% | -389.5% | +17.0% |
| 5Y | +430.6% | +1,055.3% | -624.7% | +24.9% |
| All | +430.6% | +1,035.2% | -604.6% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling