+18,134.0%
KLAC vs DRI
+8,063.5%
+10,070.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.5% | -3.3% |
| 7D | +10.0% | +1.1% | +8.9% | +9.6% |
| 30D | -14.8% | +9.7% | -24.5% | -17.5% |
| 3M | -27.2% | +3.2% | -30.3% | -28.4% |
| 6M | -17.5% | +20.6% | -38.0% | -23.4% |
| YTD | +25.8% | +28.3% | -2.4% | +14.1% |
| 1Y | +31.8% | +34.5% | -2.7% | +17.5% |
| 3Y | +195.3% | +66.5% | +128.8% | +141.1% |
| 5Y | +285.9% | +79.6% | +206.3% | +207.7% |
| 10Y | +2,247.6% | +333.8% | +1,913.8% | +1,193.4% |
| All | +18,134.0% | +8,063.5% | +10,070.6% | +4,210.9% |
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