+1,818.1%
KLAC vs REPL
-9.7%
+1,827.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -3.1% |
| 7D | +6.2% | -9.6% | +15.8% | +6.8% |
| 30D | -5.0% | +5.7% | -10.7% | -5.4% |
| 3M | -14.4% | +56.4% | -70.8% | -19.0% |
| 6M | +28.3% | +67.4% | -39.1% | +13.8% |
| YTD | +51.1% | +48.7% | +2.4% | +34.6% |
| 1Y | +100.4% | +148.3% | -47.9% | +63.8% |
| 3Y | +276.3% | -26.7% | +303.0% | +192.0% |
| 5Y | +452.1% | -54.1% | +506.2% | +340.7% |
| All | +1,818.1% | -9.7% | +1,827.8% | +1,121.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling