+113.7%
KLAC vs RGTI
-0.2%
+113.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.3% |
| 7D | +5.7% | -2.5% | +8.2% | +6.2% |
| 30D | -3.6% | -9.4% | +5.8% | -2.0% |
| 3M | -12.8% | -37.1% | +24.3% | -6.7% |
| 6M | +26.1% | -14.4% | +40.5% | +27.3% |
| YTD | +53.3% | -31.4% | +84.7% | +56.7% |
| 1Y | +113.7% | +0.5% | +113.1% | +132.4% |
| All | +113.7% | -0.2% | +113.9% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 1y: compounded portfolio wealth divided by compounded RGTI 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…
1y analysis · Full analysis span regression · 6 months rolling