+2,381.5%
KLAC vs RACE
+741.5%
+1,640.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +7.5% | -3.9% | +11.3% | +10.3% |
| 30D | -15.3% | +6.8% | -22.1% | -18.8% |
| 3M | -19.6% | +1.3% | -20.9% | -20.8% |
| 6M | -12.5% | +26.3% | -38.8% | -26.2% |
| YTD | +33.0% | +13.8% | +19.2% | +18.5% |
| 1Y | +35.9% | -0.5% | +36.4% | +32.1% |
| 3Y | +208.6% | +25.6% | +183.0% | +139.5% |
| 5Y | +309.5% | +67.6% | +241.9% | +154.2% |
| 10Y | +2,381.5% | +724.7% | +1,656.9% | +601.7% |
| All | +2,381.5% | +741.5% | +1,640.0% | +601.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling