+113.7%
KLAC vs RBRK
+6.4%
+107.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.7% | +5.7% | +7.2% |
| 7D | +5.7% | +0.7% | +5.1% | +5.7% |
| 30D | -3.6% | +10.4% | -14.1% | -4.6% |
| 3M | -12.8% | +21.6% | -34.5% | -14.5% |
| 6M | +26.1% | +70.7% | -44.7% | +18.9% |
| YTD | +53.3% | +22.5% | +30.8% | +50.4% |
| 1Y | +113.7% | +8.2% | +105.4% | +112.6% |
| All | +113.7% | +6.4% | +107.2% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling