+489.1%
KLAC vs DPZ
-30.2%
+519.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.3% |
| 7D | +10.6% | -1.5% | +12.0% | +11.0% |
| 30D | -4.5% | -4.4% | -0.1% | -3.5% |
| 3M | -10.3% | +7.6% | -17.9% | -13.5% |
| 6M | +40.9% | -16.9% | +57.8% | +48.4% |
| YTD | +56.1% | -18.6% | +74.7% | +65.1% |
| 1Y | +109.0% | -26.7% | +135.7% | +129.9% |
| 3Y | +288.8% | -9.3% | +298.1% | +280.8% |
| 5Y | +489.1% | -31.0% | +520.2% | +565.8% |
| All | +489.1% | -30.2% | +519.3% | +565.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling