+7,677.2%
KLAC vs DLR
+3,595.7%
+4,081.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.2% |
| 7D | +5.7% | +1.6% | +4.2% | +5.0% |
| 30D | -3.6% | -3.4% | -0.3% | -2.1% |
| 3M | -12.8% | +0.5% | -13.3% | -13.6% |
| 6M | +26.1% | +4.6% | +21.5% | +23.0% |
| YTD | +53.3% | +23.4% | +29.9% | +39.5% |
| 1Y | +113.7% | +19.0% | +94.6% | +97.2% |
| 3Y | +274.9% | +56.5% | +218.4% | +205.2% |
| 5Y | +470.1% | +33.3% | +436.8% | +386.3% |
| 10Y | +2,997.0% | +165.1% | +2,831.9% | +1,838.2% |
| All | +7,677.2% | +3,595.7% | +4,081.6% | +1,459.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling