+19,174.3%
KLAC vs DRI
+8,070.6%
+11,103.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.2% |
| 7D | +7.5% | -0.7% | +8.2% | +7.8% |
| 30D | -15.3% | +14.7% | -30.0% | -19.2% |
| 3M | -19.6% | +5.4% | -25.0% | -21.5% |
| 6M | -12.5% | +18.8% | -31.4% | -18.5% |
| YTD | +33.0% | +28.4% | +4.6% | +20.6% |
| 1Y | +35.9% | +37.7% | -1.7% | +20.3% |
| 3Y | +208.6% | +68.0% | +140.7% | +151.3% |
| 5Y | +309.5% | +78.8% | +230.7% | +227.0% |
| 10Y | +2,381.5% | +334.2% | +2,047.4% | +1,266.8% |
| All | +19,174.3% | +8,070.6% | +11,103.7% | +4,455.6% |
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