+270.8%
KLAC vs RF
+86.8%
+184.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.4% | +7.4% |
| 7D | +5.7% | +1.3% | +4.4% | +5.1% |
| 30D | -3.6% | -3.6% | 0.0% | -2.0% |
| 3M | -12.8% | +8.1% | -20.9% | -16.1% |
| 6M | +26.1% | +11.5% | +14.6% | +19.3% |
| YTD | +53.3% | +15.6% | +37.7% | +42.3% |
| 1Y | +113.7% | +15.7% | +98.0% | +97.7% |
| All | +270.8% | +86.8% | +184.0% | +173.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling