+113.7%
KLAC vs RF
+16.9%
+96.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.4% | +7.3% |
| 7D | +5.7% | +1.3% | +4.4% | +5.2% |
| 30D | -3.6% | -3.6% | 0.0% | -2.2% |
| 3M | -12.8% | +8.1% | -20.9% | -15.6% |
| 6M | +26.1% | +11.5% | +14.6% | +18.9% |
| YTD | +53.3% | +15.6% | +37.7% | +42.2% |
| 1Y | +113.7% | +15.7% | +98.0% | +94.0% |
| All | +113.7% | +16.9% | +96.8% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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