+117,932.7%
KLAC vs RCL
+4,549.4%
+113,383.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.5% | +7.4% |
| 7D | +5.7% | -5.1% | +10.8% | +7.4% |
| 30D | -3.6% | -19.0% | +15.4% | +2.8% |
| 3M | -12.8% | -9.6% | -3.2% | -10.2% |
| 6M | +26.1% | -6.7% | +32.7% | +28.2% |
| YTD | +53.3% | -3.9% | +57.2% | +53.6% |
| 1Y | +113.7% | -25.1% | +138.8% | +129.3% |
| 3Y | +274.9% | +179.1% | +95.8% | +165.3% |
| 5Y | +470.1% | +243.3% | +226.8% | +259.9% |
| 10Y | +2,997.0% | +325.8% | +2,671.2% | +1,379.2% |
| All | +117,932.7% | +4,549.4% | +113,383.3% | +19,746.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling