+113.7%
KLAC vs DVA
+35.1%
+78.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.3% | +6.0% | +7.4% |
| 7D | +5.7% | +1.8% | +3.9% | +5.8% |
| 30D | -3.6% | -2.5% | -1.1% | -3.7% |
| 3M | -12.8% | -4.3% | -8.6% | -13.2% |
| 6M | +26.1% | +18.9% | +7.2% | +26.6% |
| YTD | +53.3% | +61.9% | -8.6% | +64.0% |
| 1Y | +113.7% | +35.7% | +78.0% | +138.0% |
| All | +113.7% | +35.1% | +78.5% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling