+22,117.9%
KLAC vs DRI
+7,577.6%
+14,540.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.5% | +7.9% | +7.5% |
| 7D | +5.7% | +0.6% | +5.2% | +5.5% |
| 30D | -3.6% | +3.8% | -7.5% | -5.0% |
| 3M | -12.8% | +13.0% | -25.8% | -16.9% |
| 6M | +26.1% | +8.3% | +17.7% | +21.7% |
| YTD | +53.3% | +20.6% | +32.7% | +42.5% |
| 1Y | +113.7% | +6.5% | +107.2% | +106.3% |
| 3Y | +274.9% | +53.7% | +221.2% | +215.4% |
| 5Y | +470.1% | +72.7% | +397.5% | +362.4% |
| 10Y | +2,997.0% | +363.2% | +2,633.9% | +1,580.8% |
| All | +22,117.9% | +7,577.6% | +14,540.3% | +5,285.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling