+31.9%
KLAC vs RCAT
-54.8%
+86.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.3% | +6.0% | -0.6% |
| 7D | +21.2% | +15.6% | +5.6% | +17.6% |
| 30D | -14.5% | -24.1% | +9.6% | -10.4% |
| 3M | -24.4% | -61.9% | +37.5% | -11.8% |
| 6M | -12.9% | -64.3% | +51.4% | +0.5% |
| YTD | +29.9% | -50.4% | +80.3% | +33.9% |
| 1Y | +31.9% | -54.0% | +85.9% | +36.0% |
| All | +31.9% | -54.8% | +86.7% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling