+286.1%
KLAC vs RF
+47.5%
+238.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.8% |
| 7D | +10.0% | +1.9% | +8.0% | +9.0% |
| 30D | -14.8% | +7.3% | -22.1% | -17.8% |
| 3M | -27.2% | -7.9% | -19.2% | -24.2% |
| 6M | -17.5% | +10.5% | -28.0% | -22.0% |
| YTD | +25.8% | +9.6% | +16.2% | +18.8% |
| 1Y | +31.8% | +20.3% | +11.5% | +18.5% |
| 3Y | +195.3% | +119.5% | +75.8% | +89.5% |
| All | +286.1% | +47.5% | +238.7% | +197.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling