+274.4%
KLAC vs DLTR
+1.4%
+273.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.0% |
| 7D | -2.7% | -10.1% | +7.4% | -1.5% |
| 30D | -13.2% | -8.1% | -5.0% | -12.4% |
| 3M | -25.0% | +2.9% | -27.9% | -25.8% |
| 6M | +23.6% | +4.3% | +19.3% | +21.6% |
| YTD | +49.2% | -3.9% | +53.2% | +48.7% |
| 1Y | +89.3% | +18.9% | +70.4% | +82.2% |
| 3Y | +274.4% | +1.9% | +272.4% | +247.9% |
| All | +274.4% | +1.4% | +273.0% | +247.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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