+117,330.7%
KLAC vs RF
+1,423.8%
+115,906.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.0% | +6.8% |
| 7D | -12.3% | -0.9% | -11.4% | -12.0% |
| 30D | -29.6% | +6.0% | -35.7% | -30.9% |
| 3M | -28.2% | -8.9% | -19.3% | -26.2% |
| 6M | -23.6% | +2.3% | -25.9% | -24.3% |
| YTD | +14.4% | +7.6% | +6.8% | +11.4% |
| 1Y | +15.4% | +21.2% | -5.7% | +8.3% |
| 3Y | +184.3% | +108.5% | +75.8% | +124.8% |
| 5Y | +248.9% | +43.2% | +205.7% | +205.5% |
| 10Y | +2,076.9% | +288.1% | +1,788.9% | +1,260.8% |
| All | +117,330.7% | +1,423.8% | +115,906.8% | +30,517.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling