+6,980.5%
KLAC vs RCAT
-100.0%
+7,080.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.0% | +9.3% | +7.3% |
| 7D | +5.7% | -1.4% | +7.1% | +5.7% |
| 30D | -3.6% | -3.3% | -0.3% | -3.6% |
| 3M | -12.8% | -43.2% | +30.4% | -12.7% |
| 6M | +26.1% | -43.2% | +69.2% | +26.2% |
| YTD | +53.3% | +5.5% | +47.8% | +53.2% |
| 1Y | +113.7% | -1.6% | +115.3% | +113.4% |
| 3Y | +274.9% | +773.7% | -498.8% | +271.4% |
| 5Y | +470.1% | +187.6% | +282.5% | +465.3% |
| 10Y | +2,997.0% | -98.5% | +3,095.5% | +2,880.9% |
| All | +6,980.5% | -100.0% | +7,080.5% | +5,255.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling