+91.0%
KLAC vs DIA
+15.5%
+75.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -1.9% |
| 7D | +2.5% | -3.0% | +5.5% | +8.5% |
| 30D | -11.5% | -3.0% | -8.5% | -6.4% |
| 3M | -16.9% | +4.5% | -21.4% | -24.0% |
| 6M | +22.2% | +9.8% | +12.5% | +1.7% |
| YTD | +46.4% | +9.3% | +37.1% | +23.2% |
| 1Y | +91.0% | +16.0% | +75.0% | +44.8% |
| All | +91.0% | +15.5% | +75.5% | +44.8% |
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