+212.1%
KLAC vs DRI
+68.4%
+143.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.2% |
| 7D | +7.5% | -0.7% | +8.2% | +7.7% |
| 30D | -15.3% | +14.7% | -30.0% | -17.7% |
| 3M | -19.6% | +5.4% | -25.0% | -20.5% |
| 6M | -12.5% | +18.8% | -31.4% | -16.7% |
| YTD | +33.0% | +28.4% | +4.6% | +23.6% |
| 1Y | +35.9% | +37.7% | -1.7% | +23.7% |
| All | +212.1% | +68.4% | +143.8% | +160.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling