+433.3%
KLAC vs DTE
+30.3%
+403.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.0% |
| 7D | -2.7% | -2.6% | -0.1% | -2.5% |
| 30D | -13.2% | -4.4% | -8.8% | -13.0% |
| 3M | -25.0% | -8.3% | -16.7% | -24.8% |
| 6M | +23.6% | -8.1% | +31.7% | +23.8% |
| YTD | +49.2% | +4.4% | +44.8% | +47.5% |
| 1Y | +89.3% | +0.2% | +89.2% | +87.9% |
| 3Y | +274.4% | +42.6% | +231.7% | +249.0% |
| All | +433.3% | +30.3% | +403.0% | +422.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling