+5,736.5%
KLAC vs RCAT
-100.0%
+5,836.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.4% | +7.5% | +1.1% |
| 7D | -2.1% | -5.6% | +3.6% | -2.0% |
| 30D | -21.8% | -27.0% | +5.3% | -21.7% |
| 3M | -20.5% | -57.9% | +37.4% | -20.3% |
| 6M | -18.0% | -59.4% | +41.4% | -17.7% |
| YTD | +26.4% | -46.9% | +73.3% | +26.6% |
| 1Y | +26.3% | -54.0% | +80.3% | +26.5% |
| 3Y | +193.3% | +378.4% | -185.1% | +191.2% |
| 5Y | +297.2% | +61.9% | +235.3% | +294.8% |
| 10Y | +2,288.0% | -99.6% | +2,387.6% | +2,207.1% |
| All | +5,736.5% | -100.0% | +5,836.5% | +4,324.9% |
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 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