+193.3%
KLAC vs REPL
+100.5%
+92.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.5% | +1.0% |
| 7D | -2.1% | +12.7% | -14.8% | -2.3% |
| 30D | -21.8% | +73.5% | -95.2% | -22.7% |
| 3M | -20.5% | +70.3% | -90.8% | -21.5% |
| 6M | -18.0% | +472.0% | -489.9% | -21.6% |
| YTD | +26.4% | +139.5% | -113.1% | +21.6% |
| 1Y | +26.3% | +167.3% | -141.0% | +21.1% |
| 3Y | +193.3% | +109.5% | +83.7% | +166.4% |
| All | +193.3% | +100.5% | +92.7% | +166.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling