+2,249.0%
KLAC vs RF
+277.2%
+1,971.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.2% | +7.1% | +8.3% |
| 7D | -1.1% | -0.1% | -1.0% | -0.9% |
| 30D | -22.6% | +7.0% | -29.6% | -25.0% |
| 3M | -23.5% | -7.0% | -16.5% | -21.0% |
| 6M | -18.8% | +6.8% | -25.6% | -21.6% |
| YTD | +25.0% | +9.9% | +15.1% | +18.9% |
| 1Y | +27.5% | +21.1% | +6.4% | +15.8% |
| 3Y | +206.1% | +119.6% | +86.5% | +108.5% |
| 5Y | +281.0% | +46.2% | +234.8% | +204.8% |
| 10Y | +2,249.0% | +261.5% | +1,987.5% | +1,261.9% |
| All | +2,249.0% | +277.2% | +1,971.8% | +1,261.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling