+89.3%
KLAC vs DFNS
-98.2%
+187.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +1.9% |
| 7D | -2.7% | -6.3% | +3.7% | -2.7% |
| 30D | -13.2% | -74.0% | +60.8% | -14.3% |
| 3M | -25.0% | -70.1% | +45.1% | -18.4% |
| 6M | +23.6% | -93.9% | +117.5% | +44.9% |
| YTD | +49.2% | -98.1% | +147.3% | +88.3% |
| 1Y | +89.3% | -98.3% | +187.6% | +118.5% |
| All | +89.3% | -98.2% | +187.5% | +118.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling