+28.3%
KLAC vs DT
+30.2%
-1.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.1% |
| 7D | +6.2% | -0.5% | +6.7% | +6.1% |
| 30D | -5.0% | +0.1% | -5.1% | -4.7% |
| 3M | -14.4% | +24.1% | -38.5% | -8.9% |
| 6M | +28.3% | +30.1% | -1.8% | +36.0% |
| All | +28.3% | +30.2% | -1.9% | +36.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling