+26.2%
KLAC vs DIA
+15.0%
+11.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.2% | -8.9% |
| 7D | -5.7% | +1.6% | -7.3% | -8.1% |
| 30D | -27.6% | +4.1% | -31.7% | -32.6% |
| 3M | -23.3% | -1.0% | -22.3% | -21.7% |
| 6M | -12.4% | +9.7% | -22.0% | -26.2% |
| YTD | +23.7% | +12.2% | +11.6% | +0.2% |
| 1Y | +26.2% | +14.9% | +11.3% | -0.9% |
| All | +26.2% | +15.0% | +11.2% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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