+1,378.7%
KLAC vs DT
+103.5%
+1,275.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.6% | +9.0% | +7.9% |
| 7D | +5.7% | -3.3% | +9.0% | +6.8% |
| 30D | -3.6% | +2.0% | -5.7% | -4.7% |
| 3M | -12.8% | +20.0% | -32.8% | -19.4% |
| 6M | +26.1% | +39.3% | -13.2% | +7.6% |
| YTD | +53.3% | +19.8% | +33.6% | +37.7% |
| 1Y | +113.7% | +4.3% | +109.4% | +101.9% |
| 3Y | +274.9% | +7.7% | +267.2% | +242.2% |
| 5Y | +470.1% | -26.8% | +497.0% | +467.9% |
| All | +1,378.7% | +103.5% | +1,275.2% | +832.8% |
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