+89.3%
KLAC vs DGX
+32.7%
+56.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +2.4% |
| 7D | -2.7% | -0.9% | -1.8% | -2.9% |
| 30D | -13.2% | -1.2% | -12.0% | -13.4% |
| 3M | -25.0% | +15.8% | -40.8% | -21.4% |
| 6M | +23.6% | +18.2% | +5.4% | +31.0% |
| YTD | +49.2% | +37.2% | +12.0% | +65.3% |
| 1Y | +89.3% | +30.4% | +59.0% | +110.8% |
| All | +89.3% | +32.7% | +56.7% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling