+2,323.7%
KLAC vs DPZ
+134.3%
+2,189.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.7% |
| 7D | +21.2% | -2.5% | +23.6% | +21.9% |
| 30D | -14.5% | +12.5% | -27.1% | -17.6% |
| 3M | -24.4% | -5.2% | -19.2% | -23.8% |
| 6M | -12.9% | +8.8% | -21.7% | -17.0% |
| YTD | +29.9% | -18.7% | +48.6% | +35.4% |
| 1Y | +31.9% | -15.7% | +47.6% | +35.5% |
| 3Y | +201.5% | -7.5% | +209.0% | +194.9% |
| 5Y | +298.6% | -30.1% | +328.6% | +319.6% |
| All | +2,323.7% | +134.3% | +2,189.4% | +1,652.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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