+2,323.7%
KLAC vs RCL
+338.4%
+1,985.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.1% |
| 7D | +21.2% | -0.2% | +21.4% | +21.3% |
| 30D | -14.5% | +14.4% | -28.9% | -18.0% |
| 3M | -24.4% | +5.2% | -29.5% | -25.8% |
| 6M | -12.9% | +26.1% | -39.1% | -19.3% |
| YTD | +29.9% | +17.4% | +12.6% | +22.1% |
| 1Y | +31.9% | +24.7% | +7.2% | +21.4% |
| 3Y | +201.5% | +250.9% | -49.4% | +102.2% |
| 5Y | +298.6% | +293.8% | +4.7% | +145.9% |
| All | +2,323.7% | +338.4% | +1,985.3% | +1,358.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling