+430.6%
KLAC vs DOW
-36.0%
+466.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.4% |
| 7D | +2.5% | -2.4% | +4.8% | +3.1% |
| 30D | -11.5% | -4.1% | -7.4% | -10.6% |
| 3M | -16.9% | -12.4% | -4.5% | -14.0% |
| 6M | +22.2% | -10.6% | +32.9% | +21.6% |
| YTD | +46.4% | +31.1% | +15.3% | +19.8% |
| 1Y | +91.0% | +30.5% | +60.5% | +54.5% |
| 3Y | +264.6% | -34.4% | +299.0% | +323.8% |
| 5Y | +430.6% | -35.5% | +466.1% | +522.8% |
| All | +430.6% | -36.0% | +466.6% | +522.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling