+2,247.0%
KLAC vs DG
+105.2%
+2,141.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.8% | -3.1% |
| 7D | +10.0% | +0.3% | +9.7% | +10.0% |
| 30D | -14.8% | +3.2% | -18.0% | -15.6% |
| 3M | -27.2% | +10.4% | -37.6% | -29.1% |
| 6M | -17.5% | +33.2% | -50.6% | -23.6% |
| YTD | +25.8% | +3.0% | +22.9% | +22.9% |
| 1Y | +31.8% | +31.2% | +0.6% | +20.7% |
| 3Y | +195.3% | +21.8% | +173.5% | +158.4% |
| 5Y | +285.9% | -35.0% | +320.9% | +329.4% |
| All | +2,247.0% | +105.2% | +2,141.8% | +1,710.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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