+2,896.3%
KLAC vs DVA
+187.8%
+2,708.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.8% | +1.9% |
| 7D | -2.7% | -1.3% | -1.3% | -2.4% |
| 30D | -13.2% | 0.0% | -13.2% | -13.2% |
| 3M | -25.0% | -10.9% | -14.1% | -23.8% |
| 6M | +23.6% | +17.3% | +6.3% | +17.0% |
| YTD | +49.2% | +59.8% | -10.6% | +29.4% |
| 1Y | +89.3% | +36.3% | +53.1% | +70.9% |
| 3Y | +274.4% | +88.6% | +185.8% | +197.1% |
| 5Y | +440.9% | +47.5% | +393.4% | +349.6% |
| All | +2,896.3% | +187.8% | +2,708.5% | +1,835.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling