+2,247.0%
KLAC vs DIA
+235.1%
+2,011.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.4% |
| 7D | +10.0% | +2.1% | +7.9% | +6.9% |
| 30D | -14.8% | +1.5% | -16.3% | -16.4% |
| 3M | -27.2% | -2.4% | -24.7% | -24.4% |
| 6M | -17.5% | +6.0% | -23.4% | -23.7% |
| YTD | +25.8% | +10.1% | +15.7% | +10.8% |
| 1Y | +31.8% | +11.8% | +20.0% | +13.6% |
| 3Y | +195.3% | +59.7% | +135.6% | +55.7% |
| 5Y | +285.9% | +57.9% | +228.1% | +113.9% |
| All | +2,247.0% | +235.1% | +2,011.9% | +449.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling