+128,260.6%
KLAC vs DIS
+1,718.2%
+126,542.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.0% | +7.3% | +8.3% |
| 7D | -1.1% | +5.3% | -6.4% | -3.7% |
| 30D | -22.6% | +10.2% | -32.8% | -26.5% |
| 3M | -23.5% | +13.5% | -37.0% | -28.9% |
| 6M | -18.8% | +11.1% | -29.9% | -24.6% |
| YTD | +25.0% | +5.5% | +19.5% | +18.6% |
| 1Y | +27.5% | +9.1% | +18.4% | +18.5% |
| 3Y | +206.1% | +36.0% | +170.1% | +148.6% |
| 5Y | +281.0% | -29.8% | +310.8% | +327.7% |
| 10Y | +2,249.0% | +36.6% | +2,212.4% | +1,711.8% |
| All | +128,260.6% | +1,718.2% | +126,542.4% | +26,059.6% |
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