+100.4%
KLAC vs RCL
-24.5%
+124.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.5% |
| 7D | +6.2% | -2.2% | +8.4% | +7.1% |
| 30D | -5.0% | -15.7% | +10.7% | +1.2% |
| 3M | -14.4% | -8.0% | -6.4% | -11.9% |
| 6M | +28.3% | -10.1% | +38.4% | +32.0% |
| YTD | +51.1% | -5.9% | +57.0% | +55.9% |
| 1Y | +100.4% | -23.5% | +123.9% | +117.3% |
| All | +100.4% | -24.5% | +124.9% | +117.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling