+470.4%
KLAC vs DFNS
-99.9%
+570.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.8% |
| 7D | +10.6% | +0.8% | +9.8% | +10.6% |
| 30D | -4.5% | -73.2% | +68.7% | -4.7% |
| 3M | -10.3% | -72.4% | +62.2% | -10.0% |
| 6M | +40.9% | -95.2% | +136.1% | +41.4% |
| YTD | +56.1% | -98.0% | +154.1% | +56.7% |
| 1Y | +109.0% | -98.3% | +207.3% | +109.9% |
| 3Y | +288.8% | -99.9% | +388.7% | +285.2% |
| All | +470.4% | -99.9% | +570.2% | +521.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling