+193.3%
KLAC vs RCL
+278.1%
-84.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | -2.1% | +8.5% | -10.6% | -5.4% |
| 30D | -21.8% | +20.4% | -42.2% | -27.8% |
| 3M | -20.5% | +11.0% | -31.5% | -24.3% |
| 6M | -18.0% | +24.9% | -42.8% | -26.1% |
| YTD | +26.4% | +23.9% | +2.5% | +12.7% |
| 1Y | +26.3% | +30.8% | -4.5% | +9.4% |
| 3Y | +193.3% | +270.4% | -77.1% | +59.7% |
| All | +193.3% | +278.1% | -84.9% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling