+89.3%
KLAC vs DRI
+2.4%
+86.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.8% | +1.8% |
| 7D | -2.7% | -3.2% | +0.6% | -2.4% |
| 30D | -13.2% | -7.8% | -5.3% | -12.4% |
| 3M | -25.0% | +0.4% | -25.4% | -25.0% |
| 6M | +23.6% | +4.8% | +18.8% | +22.0% |
| YTD | +49.2% | +16.7% | +32.5% | +44.3% |
| 1Y | +89.3% | +1.5% | +87.8% | +76.3% |
| All | +89.3% | +2.4% | +86.9% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling