+274.4%
KLAC vs RDW
+241.5%
+32.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.3% |
| 7D | -2.7% | +0.9% | -3.5% | -2.8% |
| 30D | -13.2% | -21.3% | +8.1% | -10.1% |
| 3M | -25.0% | -37.9% | +12.8% | -20.6% |
| 6M | +23.6% | +12.3% | +11.3% | +18.2% |
| YTD | +49.2% | +39.7% | +9.5% | +37.3% |
| 1Y | +89.3% | +25.7% | +63.6% | +73.9% |
| 3Y | +274.4% | +230.8% | +43.5% | +203.9% |
| All | +274.4% | +241.5% | +32.9% | +203.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling