+291.6%
KLAC vs DRI
+56.7%
+234.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.2% |
| 7D | +10.6% | -1.2% | +11.8% | +10.9% |
| 30D | -4.5% | -0.4% | -4.1% | -4.5% |
| 3M | -10.3% | +9.5% | -19.8% | -12.8% |
| 6M | +40.9% | +6.5% | +34.4% | +37.6% |
| YTD | +56.1% | +18.4% | +37.7% | +47.6% |
| 1Y | +109.0% | +4.2% | +104.8% | +104.1% |
| All | +291.6% | +56.7% | +234.9% | +246.3% |
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 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