+2,323.7%
KLAC vs RCAT
-99.8%
+2,423.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.3% | +6.0% | -2.2% |
| 7D | +21.2% | +15.6% | +5.6% | +21.0% |
| 30D | -14.5% | -24.1% | +9.6% | -14.2% |
| 3M | -24.4% | -61.9% | +37.5% | -23.6% |
| 6M | -12.9% | -64.3% | +51.4% | -12.1% |
| YTD | +29.9% | -50.4% | +80.3% | +30.6% |
| 1Y | +31.9% | -54.0% | +85.9% | +32.6% |
| 3Y | +201.5% | +347.2% | -145.6% | +196.4% |
| 5Y | +298.6% | +45.7% | +252.8% | +293.0% |
| All | +2,323.7% | -99.8% | +2,423.5% | +2,280.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling