+279.1%
KLAC vs DIA
+58.1%
+221.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.0% |
| 7D | +6.2% | -1.2% | +7.4% | +8.2% |
| 30D | -5.0% | -2.7% | -2.3% | -0.8% |
| 3M | -14.4% | +3.3% | -17.7% | -18.8% |
| 6M | +28.3% | +10.4% | +17.9% | +9.3% |
| YTD | +51.1% | +10.0% | +41.1% | +30.3% |
| 1Y | +100.4% | +16.2% | +84.2% | +59.1% |
| All | +279.1% | +58.1% | +221.0% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling