+113.7%
KLAC vs RACE
-16.2%
+129.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.9% | +9.2% | +7.7% |
| 7D | +5.7% | -2.5% | +8.2% | +6.3% |
| 30D | -3.6% | +0.8% | -4.4% | -3.9% |
| 3M | -12.8% | +17.2% | -30.0% | -16.6% |
| 6M | +26.1% | +13.6% | +12.5% | +21.1% |
| YTD | +53.3% | +12.2% | +41.1% | +47.5% |
| 1Y | +113.7% | -16.3% | +129.9% | +117.7% |
| All | +113.7% | -16.2% | +129.9% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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