+478.6%
KLAC vs DIS
-41.1%
+519.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.7% | +9.0% | +8.2% |
| 7D | +5.7% | -2.6% | +8.3% | +7.0% |
| 30D | -3.6% | +3.5% | -7.1% | -5.7% |
| 3M | -12.8% | +6.8% | -19.6% | -16.9% |
| 6M | +26.1% | +3.0% | +23.1% | +22.3% |
| YTD | +53.3% | -6.7% | +60.0% | +56.2% |
| 1Y | +113.7% | -10.1% | +123.8% | +121.3% |
| 3Y | +274.9% | +33.0% | +241.8% | +193.6% |
| All | +478.6% | -41.1% | +519.7% | +600.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling