+154,996.1%
KLAC vs DTE
+3,490.3%
+151,505.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.9% |
| 7D | +6.2% | 0.0% | +6.2% | +6.2% |
| 30D | -5.0% | -0.5% | -4.5% | -4.8% |
| 3M | -14.4% | -6.0% | -8.4% | -12.7% |
| 6M | +28.3% | -7.2% | +35.5% | +31.0% |
| YTD | +51.1% | +7.2% | +43.9% | +45.8% |
| 1Y | +100.4% | +4.1% | +96.3% | +95.4% |
| 3Y | +276.3% | +46.9% | +229.5% | +213.0% |
| 5Y | +452.1% | +32.9% | +419.2% | +372.2% |
| 10Y | +2,986.0% | +144.5% | +2,841.5% | +1,917.5% |
| All | +154,996.1% | +3,490.3% | +151,505.8% | +46,257.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling