-23.6%
KLAC vs RACE
+23.5%
-47.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.5% | +8.2% | +6.8% |
| 7D | -12.3% | +5.1% | -17.4% | -12.4% |
| 30D | -29.6% | +7.7% | -37.3% | -29.8% |
| 3M | -28.2% | +2.2% | -30.4% | -28.2% |
| 6M | -23.6% | +23.8% | -47.3% | -25.9% |
| All | -23.6% | +23.5% | -47.0% | -25.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling