+157,277.0%
KLAC vs DIS
+1,507.4%
+155,769.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.7% | +9.0% | +8.2% |
| 7D | +5.7% | -2.6% | +8.3% | +7.1% |
| 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% | +22.2% |
| YTD | +53.3% | -6.7% | +60.0% | +55.5% |
| 1Y | +113.7% | -10.1% | +123.8% | +119.9% |
| 3Y | +274.9% | +33.0% | +241.8% | +207.8% |
| 5Y | +470.1% | -40.0% | +510.1% | +595.3% |
| 10Y | +2,997.0% | +21.1% | +2,976.0% | +2,452.4% |
| All | +157,277.0% | +1,507.4% | +155,769.5% | +34,221.9% |
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 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