+818.8%
KLAC vs DFNS
-99.9%
+918.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.7% | -3.1% |
| 7D | +2.5% | -3.3% | +5.8% | +2.4% |
| 30D | -11.5% | -73.1% | +61.6% | -11.7% |
| 3M | -16.9% | -71.4% | +54.4% | -16.7% |
| 6M | +22.2% | -93.8% | +116.1% | +22.7% |
| YTD | +46.4% | -98.0% | +144.4% | +46.9% |
| 1Y | +91.0% | -98.2% | +189.2% | +91.8% |
| 3Y | +264.6% | -99.9% | +364.4% | +254.9% |
| 5Y | +430.6% | -99.9% | +530.5% | +467.8% |
| All | +818.8% | -99.9% | +918.7% | +936.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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