+35.9%
KLAC vs REPL
+147.5%
-111.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.4% | +11.7% | +5.3% |
| 7D | +7.5% | +5.3% | +2.2% | +7.4% |
| 30D | -15.3% | +66.6% | -82.0% | -15.9% |
| 3M | -19.6% | +59.6% | -79.2% | -20.1% |
| 6M | -12.5% | +482.4% | -494.9% | -12.6% |
| YTD | +33.0% | +124.1% | -91.1% | +27.4% |
| 1Y | +35.9% | +138.6% | -102.6% | +27.1% |
| All | +35.9% | +147.5% | -111.6% | +27.1% |
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