+297.2%
KLAC vs REPL
-29.4%
+326.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.5% | +0.9% |
| 7D | -2.1% | +12.7% | -14.8% | -2.5% |
| 30D | -21.8% | +73.5% | -95.2% | -23.4% |
| 3M | -20.5% | +70.3% | -90.8% | -22.2% |
| 6M | -18.0% | +472.0% | -489.9% | -25.0% |
| YTD | +26.4% | +139.5% | -113.1% | +16.7% |
| 1Y | +26.3% | +167.3% | -141.0% | +15.9% |
| 3Y | +193.3% | +109.5% | +83.7% | +132.8% |
| 5Y | +297.2% | -29.9% | +327.1% | +271.2% |
| All | +297.2% | -29.4% | +326.6% | +271.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling