+205.0%
KLAC vs RF
+117.2%
+87.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -2.1% |
| 7D | +21.2% | +0.4% | +20.8% | +21.0% |
| 30D | -14.5% | +5.6% | -20.1% | -16.7% |
| 3M | -24.4% | -8.9% | -15.5% | -20.9% |
| 6M | -12.9% | +7.1% | -20.0% | -16.3% |
| YTD | +29.9% | +8.3% | +21.6% | +23.6% |
| 1Y | +31.9% | +16.8% | +15.1% | +20.7% |
| All | +205.0% | +117.2% | +87.8% | +120.8% |
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