+2,515.3%
KLAC vs RACE
+658.9%
+1,856.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.5% | +8.2% | +7.5% |
| 7D | -12.3% | +5.1% | -17.4% | -14.8% |
| 30D | -29.6% | +7.7% | -37.3% | -32.6% |
| 3M | -28.2% | +2.2% | -30.4% | -29.5% |
| 6M | -23.6% | +23.8% | -47.3% | -33.5% |
| YTD | +14.4% | +13.9% | +0.5% | +3.3% |
| 1Y | +15.4% | +3.8% | +11.6% | +9.7% |
| 3Y | +184.3% | +28.0% | +156.3% | +127.7% |
| 5Y | +248.9% | +64.9% | +184.0% | +136.5% |
| 10Y | +2,076.9% | +780.4% | +1,296.6% | +744.0% |
| All | +2,515.3% | +658.9% | +1,856.4% | +881.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling