+1,339.2%
KLAC vs DT
+100.3%
+1,238.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.6% | +2.2% |
| 7D | -2.7% | -1.6% | -1.1% | -2.2% |
| 30D | -13.2% | +3.0% | -16.2% | -14.4% |
| 3M | -25.0% | +26.5% | -51.5% | -32.1% |
| 6M | +23.6% | +35.9% | -12.3% | +6.6% |
| YTD | +49.2% | +17.8% | +31.4% | +34.7% |
| 1Y | +89.3% | +4.1% | +85.3% | +79.0% |
| 3Y | +274.4% | +5.3% | +269.1% | +244.4% |
| 5Y | +440.9% | -27.2% | +468.1% | +439.0% |
| All | +1,339.2% | +100.3% | +1,238.9% | +812.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling