+1,629.0%
KLAC vs DOW
-15.4%
+1,644.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | +10.6% | -2.9% | +13.5% | +11.7% |
| 30D | -4.5% | +2.0% | -6.5% | -5.7% |
| 3M | -10.3% | -12.5% | +2.3% | -6.8% |
| 6M | +40.9% | -9.2% | +50.1% | +39.7% |
| YTD | +56.1% | +30.8% | +25.3% | +28.2% |
| 1Y | +109.0% | +29.4% | +79.6% | +70.1% |
| 3Y | +288.8% | -34.6% | +323.4% | +332.4% |
| 5Y | +489.1% | -35.9% | +525.1% | +556.2% |
| All | +1,629.0% | -15.4% | +1,644.4% | +1,219.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling