+1,113.6%
KLAC vs DT
+75.7%
+1,037.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -2.9% | -3.1% |
| 7D | +10.0% | +3.1% | +6.9% | +8.9% |
| 30D | -14.8% | -29.5% | +14.7% | -4.5% |
| 3M | -27.2% | -11.7% | -15.4% | -24.9% |
| 6M | -17.5% | +29.0% | -46.4% | -27.0% |
| YTD | +25.8% | +3.4% | +22.5% | +17.8% |
| 1Y | +31.8% | -4.2% | +36.1% | +27.1% |
| 3Y | +195.3% | -12.8% | +208.1% | +188.7% |
| 5Y | +285.9% | -39.6% | +325.5% | +308.8% |
| All | +1,113.6% | +75.7% | +1,037.9% | +697.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling