+113.7%
KLAC vs KR
-12.5%
+126.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.4% |
| 7D | +5.7% | +1.5% | +4.2% | +7.1% |
| 30D | -3.6% | +4.1% | -7.7% | 0.0% |
| 3M | -12.8% | -5.2% | -7.6% | -13.0% |
| 6M | +26.1% | -12.8% | +38.8% | +19.5% |
| YTD | +53.3% | -4.6% | +57.9% | +54.2% |
| 1Y | +113.7% | -11.7% | +125.4% | +111.0% |
| All | +113.7% | -12.5% | +126.2% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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