+279.1%
KLAC vs DT
+6.3%
+272.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | +6.2% | -0.5% | +6.7% | +6.2% |
| 30D | -5.0% | +0.1% | -5.1% | -5.1% |
| 3M | -14.4% | +24.1% | -38.5% | -18.4% |
| 6M | +28.3% | +30.1% | -1.8% | +19.6% |
| YTD | +51.1% | +16.8% | +34.3% | +45.9% |
| 1Y | +100.4% | -0.1% | +100.5% | +105.4% |
| All | +279.1% | +6.3% | +272.8% | +261.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling