+5,710.9%
KLAC vs RCAT
-100.0%
+5,810.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.3% | -3.2% |
| 7D | +10.0% | -5.9% | +15.9% | +10.0% |
| 30D | -14.8% | -19.7% | +4.8% | -14.7% |
| 3M | -27.2% | -62.9% | +35.7% | -26.9% |
| 6M | -17.5% | -59.6% | +42.1% | -17.2% |
| YTD | +25.8% | -52.1% | +77.9% | +26.0% |
| 1Y | +31.8% | -50.9% | +82.7% | +32.0% |
| 3Y | +195.3% | +333.8% | -138.5% | +193.3% |
| 5Y | +285.9% | +40.7% | +245.2% | +283.8% |
| 10Y | +2,247.6% | -99.8% | +2,347.4% | +2,170.3% |
| All | +5,710.9% | -100.0% | +5,810.9% | +4,307.2% |
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