+489.1%
KLAC vs REPL
-53.9%
+543.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +1.9% |
| 7D | +10.6% | -5.7% | +16.3% | +10.8% |
| 30D | -4.5% | +22.5% | -27.0% | -5.3% |
| 3M | -10.3% | +64.7% | -74.9% | -13.2% |
| 6M | +40.9% | +83.0% | -42.1% | +31.3% |
| YTD | +56.1% | +52.0% | +4.2% | +46.4% |
| 1Y | +109.0% | +144.5% | -35.5% | +86.3% |
| 3Y | +288.8% | -25.1% | +313.9% | +249.0% |
| 5Y | +489.1% | -52.9% | +542.0% | +454.7% |
| All | +489.1% | -53.9% | +543.0% | +454.7% |
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