+193.3%
KLAC vs DPZ
-6.8%
+200.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.1% |
| 7D | -2.1% | +2.2% | -4.2% | -2.2% |
| 30D | -21.8% | +6.7% | -28.5% | -22.2% |
| 3M | -20.5% | -4.5% | -16.0% | -20.1% |
| 6M | -18.0% | +3.3% | -21.3% | -18.7% |
| YTD | +26.4% | -19.4% | +45.8% | +33.8% |
| 1Y | +26.3% | -17.3% | +43.6% | +32.2% |
| 3Y | +193.3% | -8.4% | +201.7% | +190.6% |
| All | +193.3% | -6.8% | +200.0% | +190.6% |
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