+173.5%
KLAC vs RBRK
+124.5%
+49.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +2.5% |
| 7D | -2.7% | -7.5% | +4.8% | -1.1% |
| 30D | -13.2% | -10.4% | -2.7% | -11.5% |
| 3M | -25.0% | +21.3% | -46.3% | -28.8% |
| 6M | +23.6% | +50.6% | -27.0% | +10.3% |
| YTD | +49.2% | +13.3% | +35.9% | +41.8% |
| 1Y | +89.3% | +11.2% | +78.1% | +79.2% |
| All | +173.5% | +124.5% | +49.1% | +99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling