+452.1%
KLAC vs DIA
+63.0%
+389.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -1.9% |
| 7D | +6.2% | -1.2% | +7.4% | +8.3% |
| 30D | -5.0% | -2.7% | -2.3% | -0.7% |
| 3M | -14.4% | +3.3% | -17.7% | -18.9% |
| 6M | +28.3% | +10.4% | +17.9% | +9.0% |
| YTD | +51.1% | +10.0% | +41.1% | +30.0% |
| 1Y | +100.4% | +16.2% | +84.2% | +58.0% |
| 3Y | +276.3% | +58.7% | +217.6% | +77.3% |
| 5Y | +452.1% | +63.6% | +388.5% | +163.9% |
| All | +452.1% | +63.0% | +389.1% | +163.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling