+452.1%
KLAC vs RCAT
+184.3%
+267.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.5% | +3.3% | -2.7% |
| 7D | +6.2% | -2.3% | +8.5% | +6.4% |
| 30D | -5.0% | -18.7% | +13.7% | -3.5% |
| 3M | -14.4% | -29.3% | +14.9% | -12.4% |
| 6M | +28.3% | -42.3% | +70.6% | +31.6% |
| YTD | +51.1% | +2.5% | +48.6% | +47.9% |
| 1Y | +100.4% | -5.7% | +106.1% | +95.2% |
| 3Y | +276.3% | +764.9% | -488.5% | +214.8% |
| 5Y | +452.1% | +182.3% | +269.8% | +369.2% |
| All | +452.1% | +184.3% | +267.8% | +369.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling