+489.1%
KLAC vs RBA
+44.6%
+444.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.5% |
| 7D | +10.6% | -1.1% | +11.6% | +11.0% |
| 30D | -4.5% | -13.2% | +8.7% | +0.2% |
| 3M | -10.3% | -21.4% | +11.1% | -3.1% |
| 6M | +40.9% | -20.9% | +61.8% | +51.5% |
| YTD | +56.1% | -19.9% | +76.0% | +66.3% |
| 1Y | +109.0% | -28.7% | +137.7% | +132.4% |
| 3Y | +288.8% | +27.4% | +261.4% | +246.7% |
| 5Y | +489.1% | +41.7% | +447.4% | +384.1% |
| All | +489.1% | +44.6% | +444.5% | +384.1% |
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 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