+17,413.4%
KLAC vs DIA
+1,144.9%
+16,268.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.5% | +7.9% | +8.0% |
| 7D | +5.7% | -0.2% | +5.9% | +5.9% |
| 30D | -3.6% | -1.5% | -2.1% | -1.7% |
| 3M | -12.8% | +3.8% | -16.6% | -16.8% |
| 6M | +26.1% | +10.3% | +15.8% | +11.2% |
| YTD | +53.3% | +12.1% | +41.2% | +32.8% |
| 1Y | +113.7% | +18.6% | +95.0% | +71.9% |
| 3Y | +274.9% | +60.6% | +214.3% | +104.4% |
| 5Y | +470.1% | +64.4% | +405.7% | +212.9% |
| 10Y | +2,997.0% | +250.1% | +2,746.9% | +552.6% |
| All | +17,413.4% | +1,144.9% | +16,268.5% | +533.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling