+279.1%
KLAC vs DLR
+58.6%
+220.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +6.2% | +2.9% | +3.3% | +4.4% |
| 30D | -5.0% | -1.2% | -3.8% | -4.3% |
| 3M | -14.4% | +2.9% | -17.3% | -16.5% |
| 6M | +28.3% | +6.7% | +21.6% | +22.1% |
| YTD | +51.1% | +23.9% | +27.2% | +31.7% |
| 1Y | +100.4% | +18.6% | +81.7% | +78.7% |
| All | +279.1% | +58.6% | +220.4% | +179.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling