+89.3%
KLAC vs RGTI
-5.4%
+94.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.2% | +1.8% |
| 7D | -2.7% | +0.5% | -3.1% | -2.7% |
| 30D | -13.2% | -17.1% | +3.9% | -10.2% |
| 3M | -25.0% | -26.0% | +1.0% | -21.4% |
| 6M | +23.6% | -9.9% | +33.5% | +23.9% |
| YTD | +49.2% | -31.1% | +80.3% | +52.3% |
| 1Y | +89.3% | -8.5% | +97.8% | +104.1% |
| All | +89.3% | -5.4% | +94.8% | +104.1% |
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