+16,225.9%
KLAC vs DVA
+5,166.5%
+11,059.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.9% | -3.5% |
| 7D | +6.2% | +2.0% | +4.2% | +5.8% |
| 30D | -5.0% | -0.4% | -4.6% | -5.0% |
| 3M | -14.4% | -7.7% | -6.7% | -13.7% |
| 6M | +28.3% | +20.0% | +8.3% | +22.7% |
| YTD | +51.1% | +61.1% | -10.0% | +35.6% |
| 1Y | +100.4% | +33.9% | +66.5% | +85.8% |
| 3Y | +276.3% | +91.5% | +184.8% | +219.5% |
| 5Y | +452.1% | +41.8% | +410.3% | +384.0% |
| 10Y | +2,986.0% | +187.5% | +2,798.4% | +2,229.5% |
| All | +16,225.9% | +5,166.5% | +11,059.4% | +6,337.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling