+117,330.7%
KLAC vs DIS
+1,682.0%
+115,648.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +6.9% |
| 7D | -12.3% | +5.2% | -17.5% | -14.6% |
| 30D | -29.6% | +11.5% | -41.1% | -33.6% |
| 3M | -28.2% | +11.5% | -39.8% | -32.8% |
| 6M | -23.6% | +8.9% | -32.4% | -28.4% |
| YTD | +14.4% | +3.4% | +11.0% | +9.5% |
| 1Y | +15.4% | +7.2% | +8.2% | +8.1% |
| 3Y | +184.3% | +43.3% | +141.0% | +124.0% |
| 5Y | +248.9% | -31.4% | +280.3% | +295.9% |
| 10Y | +2,076.9% | +37.1% | +2,039.9% | +1,575.4% |
| All | +117,330.7% | +1,682.0% | +115,648.6% | +24,058.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling