+20,098.4%
KLAC vs DGX
+8,778.1%
+11,320.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.4% |
| 7D | -2.7% | -0.9% | -1.8% | -2.4% |
| 30D | -13.2% | -1.2% | -12.0% | -12.9% |
| 3M | -25.0% | +15.8% | -40.8% | -29.1% |
| 6M | +23.6% | +18.2% | +5.4% | +15.4% |
| YTD | +49.2% | +37.2% | +12.0% | +31.7% |
| 1Y | +89.3% | +30.4% | +59.0% | +69.5% |
| 3Y | +274.4% | +96.7% | +177.7% | +183.0% |
| 5Y | +440.9% | +67.2% | +373.8% | +330.3% |
| 10Y | +2,947.7% | +253.9% | +2,693.7% | +1,737.2% |
| All | +20,098.4% | +8,778.1% | +11,320.2% | +4,386.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling