+2,323.7%
KLAC vs DIS
+31.5%
+2,292.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.7% |
| 7D | +21.2% | +0.9% | +20.3% | +20.7% |
| 30D | -14.5% | +8.9% | -23.4% | -18.5% |
| 3M | -24.4% | +14.5% | -38.9% | -30.4% |
| 6M | -12.9% | +12.2% | -25.2% | -19.9% |
| YTD | +29.9% | +4.7% | +25.2% | +23.5% |
| 1Y | +31.9% | +2.8% | +29.1% | +26.3% |
| 3Y | +201.5% | +38.1% | +163.4% | +134.9% |
| 5Y | +298.6% | -23.6% | +322.2% | +334.7% |
| All | +2,323.7% | +31.5% | +2,292.2% | +1,782.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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