+113.7%
KLAC vs RBA
-26.5%
+140.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.3% |
| 7D | +5.7% | -2.9% | +8.7% | +6.3% |
| 30D | -3.6% | -12.3% | +8.7% | -0.9% |
| 3M | -12.8% | -20.5% | +7.7% | -8.6% |
| 6M | +26.1% | -18.5% | +44.6% | +31.0% |
| YTD | +53.3% | -18.2% | +71.5% | +59.5% |
| 1Y | +113.7% | -27.5% | +141.2% | +123.5% |
| All | +113.7% | -26.5% | +140.2% | +123.5% |
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