+113.7%
KLAC vs RDW
+24.9%
+88.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.8% | +7.0% |
| 7D | +5.7% | -3.1% | +8.9% | +6.4% |
| 30D | -3.6% | -1.8% | -1.9% | -3.5% |
| 3M | -12.8% | -50.9% | +38.1% | -3.2% |
| 6M | +26.1% | +13.5% | +12.6% | +17.4% |
| YTD | +53.3% | +38.6% | +14.8% | +36.0% |
| 1Y | +113.7% | +28.3% | +85.4% | +93.5% |
| All | +113.7% | +24.9% | +88.8% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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