+15,192.0%
KLAC vs RBA
+4,035.9%
+11,156.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.8% |
| 7D | +21.2% | -0.5% | +21.7% | +21.4% |
| 30D | -14.5% | +6.8% | -21.4% | -16.5% |
| 3M | -24.4% | +9.5% | -33.8% | -26.9% |
| 6M | -12.9% | -8.2% | -4.7% | -11.7% |
| YTD | +29.9% | -7.7% | +37.7% | +31.1% |
| 1Y | +31.9% | -6.9% | +38.8% | +32.7% |
| 3Y | +201.5% | +61.6% | +139.9% | +153.3% |
| 5Y | +298.6% | +44.7% | +253.8% | +238.2% |
| 10Y | +2,324.4% | +205.3% | +2,119.0% | +1,510.1% |
| All | +15,192.0% | +4,035.9% | +11,156.1% | +5,507.4% |
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