+3,078.8%
KLAC vs DELL
+4,714.1%
-1,635.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | 0.0% | +1.0% |
| 7D | +10.6% | +25.6% | -15.0% | -0.7% |
| 30D | -4.5% | +17.7% | -22.2% | -12.0% |
| 3M | -10.3% | +33.4% | -43.7% | -22.4% |
| 6M | +40.9% | +266.2% | -225.3% | -28.1% |
| YTD | +56.1% | +328.0% | -271.9% | -27.6% |
| 1Y | +109.0% | +339.6% | -230.6% | -5.8% |
| 3Y | +288.8% | +694.6% | -405.8% | +15.2% |
| 5Y | +489.1% | +1,122.0% | -632.8% | +32.2% |
| 10Y | +3,041.8% | +4,062.5% | -1,020.7% | +280.1% |
| All | +3,078.8% | +4,714.1% | -1,635.4% | +284.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling