+862.5%
KLAC vs DFNS
-99.9%
+962.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +7.3% |
| 7D | +5.7% | -16.0% | +21.7% | +5.7% |
| 30D | -3.6% | -77.7% | +74.1% | -3.8% |
| 3M | -12.8% | -77.2% | +64.4% | -12.6% |
| 6M | +26.1% | -95.2% | +121.2% | +26.5% |
| YTD | +53.3% | -98.0% | +151.3% | +53.9% |
| 1Y | +113.7% | -98.3% | +211.9% | +114.6% |
| 3Y | +274.9% | -99.9% | +374.8% | +265.5% |
| 5Y | +470.1% | -99.9% | +570.0% | +512.1% |
| All | +862.5% | -99.9% | +962.3% | +985.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling