+309.5%
KLAC vs RBA
+47.4%
+262.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.0% |
| 3M | -19.6% | +7.2% | -26.8% | -21.9% |
| 6M | -12.5% | -7.8% | -4.8% | -11.1% |
| YTD | +33.0% | -6.4% | +39.4% | +33.7% |
| 1Y | +35.9% | -4.2% | +40.1% | +35.3% |
| 3Y | +208.6% | +64.1% | +144.6% | +152.7% |
| 5Y | +309.5% | +48.4% | +261.1% | +247.0% |
| All | +309.5% | +47.4% | +262.1% | +247.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling