+26.2%
KLAC vs RBA
-2.0%
+28.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -4.5% |
| 7D | -5.7% | +12.7% | -18.3% | -7.8% |
| 30D | -27.6% | +15.5% | -43.1% | -29.6% |
| 3M | -23.3% | -14.0% | -9.2% | -19.7% |
| 6M | -12.4% | -8.8% | -3.5% | -10.4% |
| YTD | +23.7% | -6.9% | +30.7% | +22.5% |
| 1Y | +26.2% | -3.0% | +29.2% | +24.3% |
| All | +26.2% | -2.0% | +28.2% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling