+288.8%
KLAC vs RACE
+39.3%
+249.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | +10.6% | -1.0% | +11.6% | +10.9% |
| 30D | -4.5% | -1.5% | -3.0% | -4.1% |
| 3M | -10.3% | +15.5% | -25.7% | -16.0% |
| 6M | +40.9% | +17.3% | +23.6% | +30.4% |
| YTD | +56.1% | +11.1% | +45.0% | +47.3% |
| 1Y | +109.0% | -14.3% | +123.3% | +119.4% |
| 3Y | +288.8% | +40.2% | +248.7% | +222.1% |
| All | +288.8% | +39.3% | +249.6% | +222.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling