+2,896.3%
KLAC vs DHR
+209.4%
+2,686.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.1% | +2.1% |
| 7D | -2.7% | -3.6% | +0.9% | -0.4% |
| 30D | -13.2% | -2.7% | -10.4% | -12.0% |
| 3M | -25.0% | +10.9% | -35.9% | -32.2% |
| 6M | +23.6% | +3.0% | +20.6% | +16.5% |
| YTD | +49.2% | -12.2% | +61.4% | +57.3% |
| 1Y | +89.3% | +3.3% | +86.0% | +75.8% |
| 3Y | +274.4% | -8.2% | +282.6% | +261.1% |
| 5Y | +440.9% | -29.9% | +470.8% | +534.7% |
| All | +2,896.3% | +209.4% | +2,686.9% | +1,004.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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