+475.8%
KLAC vs RGTI
+53.1%
+422.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.1% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | -11.5% | -16.2% | +4.7% | -10.1% |
| 3M | -16.9% | -22.0% | +5.1% | -15.1% |
| 6M | +22.2% | -10.8% | +33.0% | +22.3% |
| YTD | +46.4% | -31.6% | +77.9% | +49.0% |
| 1Y | +91.0% | -6.4% | +97.4% | +86.6% |
| 3Y | +264.6% | +665.7% | -401.1% | +154.6% |
| 5Y | +430.6% | +55.6% | +374.9% | +331.8% |
| All | +475.8% | +53.1% | +422.6% | +350.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling