+158.1%
KLAC vs RDDT
+235.7%
-77.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.7% |
| 7D | -2.7% | +2.1% | -4.8% | -3.0% |
| 30D | -13.2% | +2.8% | -16.0% | -13.8% |
| 3M | -25.0% | -8.9% | -16.1% | -25.2% |
| 6M | +23.6% | +15.1% | +8.5% | +17.7% |
| YTD | +49.2% | -31.4% | +80.6% | +53.3% |
| 1Y | +89.3% | -39.4% | +128.8% | +96.8% |
| All | +158.1% | +235.7% | -77.6% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 RDDT 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