+1,552.7%
KLAC vs DOW
-17.0%
+1,569.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.0% | +2.8% |
| 7D | -2.7% | -1.4% | -1.3% | -2.2% |
| 30D | -13.2% | -3.9% | -9.2% | -12.1% |
| 3M | -25.0% | -12.7% | -12.3% | -22.1% |
| 6M | +23.6% | -13.7% | +37.3% | +25.2% |
| YTD | +49.2% | +28.4% | +20.8% | +23.3% |
| 1Y | +89.3% | +21.8% | +67.6% | +58.5% |
| 3Y | +274.4% | -35.7% | +310.1% | +319.0% |
| 5Y | +440.9% | -36.8% | +477.8% | +505.3% |
| All | +1,552.7% | -17.0% | +1,569.7% | +1,170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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