+15,552.7%
KLAC vs RBA
+4,097.8%
+11,454.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.8% |
| 3M | -19.6% | +7.2% | -26.8% | -21.8% |
| 6M | -12.5% | -7.8% | -4.8% | -11.4% |
| YTD | +33.0% | -6.4% | +39.4% | +33.6% |
| 1Y | +35.9% | -4.2% | +40.1% | +35.5% |
| 3Y | +208.6% | +64.1% | +144.6% | +158.1% |
| 5Y | +309.5% | +48.4% | +261.1% | +244.7% |
| 10Y | +2,381.5% | +209.9% | +2,171.6% | +1,540.3% |
| All | +15,552.7% | +4,097.8% | +11,454.9% | +5,612.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling