+9,817.7%
KLAC vs DG
+606.1%
+9,211.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.8% | +7.0% |
| 7D | +5.7% | +8.4% | -2.7% | +3.9% |
| 30D | -3.6% | +4.9% | -8.6% | -4.7% |
| 3M | -12.8% | +29.3% | -42.1% | -18.2% |
| 6M | +26.1% | -11.3% | +37.3% | +28.2% |
| YTD | +53.3% | +1.8% | +51.6% | +50.8% |
| 1Y | +113.7% | +25.3% | +88.3% | +98.6% |
| 3Y | +274.9% | +9.1% | +265.8% | +243.0% |
| 5Y | +470.1% | -34.9% | +505.0% | +506.7% |
| 10Y | +2,997.0% | +108.2% | +2,888.9% | +2,309.7% |
| All | +9,817.7% | +606.1% | +9,211.6% | +4,956.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling