+212.1%
KLAC vs RBA
+64.0%
+148.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +5.4% |
| 7D | +7.5% | +0.6% | +6.9% | +7.3% |
| 30D | -15.3% | +9.0% | -24.3% | -17.9% |
| 3M | -19.6% | +7.2% | -26.8% | -21.8% |
| 6M | -12.5% | -7.8% | -4.8% | -10.9% |
| YTD | +33.0% | -6.4% | +39.4% | +33.5% |
| 1Y | +35.9% | -4.2% | +40.1% | +34.9% |
| All | +212.1% | +64.0% | +148.1% | +164.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling