-25.0%
KLAC vs RDW
-29.3%
+4.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.9% |
| 7D | -2.7% | +0.9% | -3.5% | -3.1% |
| 30D | -13.2% | -21.3% | +8.1% | -4.7% |
| 3M | -25.0% | -37.9% | +12.8% | -6.2% |
| All | -25.0% | -29.3% | +4.3% | -6.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling