+2,838.9%
KLAC vs RCL
+344.1%
+2,494.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | +2.5% | -2.5% | +4.9% | +3.2% |
| 30D | -11.5% | -15.7% | +4.2% | -6.8% |
| 3M | -16.9% | -3.6% | -13.3% | -16.1% |
| 6M | +22.2% | -8.7% | +30.9% | +25.0% |
| YTD | +46.4% | -6.2% | +52.5% | +47.8% |
| 1Y | +91.0% | -22.9% | +113.9% | +103.1% |
| 3Y | +264.6% | +173.6% | +91.0% | +165.1% |
| 5Y | +430.6% | +226.6% | +204.0% | +249.6% |
| All | +2,838.9% | +344.1% | +2,494.9% | +1,794.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RCL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling