+288.8%
KLAC vs DPZ
-10.0%
+298.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.0% |
| 7D | +10.6% | -1.5% | +12.0% | +10.7% |
| 30D | -4.5% | -4.4% | -0.1% | -4.0% |
| 3M | -10.3% | +7.6% | -17.9% | -12.0% |
| 6M | +40.9% | -16.9% | +57.8% | +48.4% |
| YTD | +56.1% | -18.6% | +74.7% | +65.0% |
| 1Y | +109.0% | -26.7% | +135.7% | +129.1% |
| 3Y | +288.8% | -9.3% | +298.1% | +279.4% |
| All | +288.8% | -10.0% | +298.8% | +279.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling