+3,041.8%
KLAC vs RACE
+793.3%
+2,248.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.4% |
| 7D | +10.6% | -1.0% | +11.6% | +11.2% |
| 30D | -4.5% | -1.5% | -3.0% | -3.9% |
| 3M | -10.3% | +15.5% | -25.7% | -19.1% |
| 6M | +40.9% | +17.3% | +23.6% | +24.5% |
| YTD | +56.1% | +11.1% | +45.0% | +41.8% |
| 1Y | +109.0% | -14.3% | +123.3% | +121.1% |
| 3Y | +288.8% | +40.2% | +248.7% | +179.5% |
| 5Y | +489.1% | +92.6% | +396.6% | +236.5% |
| 10Y | +3,041.8% | +786.6% | +2,255.2% | +814.3% |
| All | +3,041.8% | +793.3% | +2,248.5% | +814.3% |
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