+452.1%
KLAC vs DLR
+40.9%
+411.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +6.2% | +2.9% | +3.3% | +4.5% |
| 30D | -5.0% | -1.2% | -3.8% | -4.3% |
| 3M | -14.4% | +2.9% | -17.3% | -16.4% |
| 6M | +28.3% | +6.7% | +21.6% | +22.6% |
| YTD | +51.1% | +23.9% | +27.2% | +33.2% |
| 1Y | +100.4% | +18.6% | +81.7% | +80.6% |
| 3Y | +276.3% | +59.7% | +216.7% | +184.6% |
| 5Y | +452.1% | +42.1% | +410.0% | +325.2% |
| All | +452.1% | +40.9% | +411.1% | +325.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling