-17.5%
KLAC vs DFNS
-96.6%
+79.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.5% | +2.3% | -3.2% |
| 7D | +10.0% | -6.0% | +16.0% | +10.0% |
| 30D | -14.8% | -71.2% | +56.4% | -16.1% |
| 3M | -27.2% | -94.5% | +67.4% | -30.0% |
| 6M | -17.5% | -96.5% | +79.1% | -11.0% |
| All | -17.5% | -96.6% | +79.1% | -11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling