-23.6%
KLAC vs DIS
+10.4%
-34.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +6.4% |
| 7D | -12.3% | +5.2% | -17.5% | -9.0% |
| 30D | -29.6% | +11.5% | -41.1% | -24.2% |
| 3M | -28.2% | +11.5% | -39.8% | -22.2% |
| 6M | -23.6% | +8.9% | -32.4% | -10.6% |
| All | -23.6% | +10.4% | -34.0% | -10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling