+2,247.0%
KLAC vs DLR
+188.2%
+2,058.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.1% |
| 7D | +10.0% | +3.3% | +6.7% | +8.2% |
| 30D | -14.8% | +4.6% | -19.4% | -16.4% |
| 3M | -27.2% | -8.3% | -18.9% | -23.5% |
| 6M | -17.5% | -5.6% | -11.8% | -15.2% |
| YTD | +25.8% | +18.7% | +7.1% | +14.9% |
| 1Y | +31.8% | +17.1% | +14.7% | +21.2% |
| 3Y | +195.3% | +54.4% | +140.9% | +132.8% |
| 5Y | +285.9% | +36.5% | +249.5% | +215.3% |
| All | +2,247.0% | +188.2% | +2,058.8% | +1,275.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling