+26.2%
KLAC vs REPL
+125.1%
-99.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.1% |
| 7D | -5.7% | +28.8% | -34.5% | -6.0% |
| 30D | -27.6% | +57.3% | -84.9% | -28.0% |
| 3M | -23.3% | +73.6% | -96.8% | -23.8% |
| 6M | -12.4% | +582.8% | -595.2% | -11.8% |
| YTD | +23.7% | +112.9% | -89.1% | +18.4% |
| 1Y | +26.2% | +130.7% | -104.5% | +17.4% |
| All | +26.2% | +125.1% | -99.0% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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