+91.0%
KLAC vs RIG
+83.2%
+7.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.3% |
| 7D | +2.5% | -4.2% | +6.6% | +3.1% |
| 30D | -11.5% | -0.7% | -10.8% | -11.6% |
| 3M | -16.9% | -4.0% | -12.9% | -16.6% |
| 6M | +22.2% | -6.3% | +28.6% | +21.2% |
| YTD | +46.4% | +39.7% | +6.6% | +29.2% |
| 1Y | +91.0% | +78.1% | +12.9% | +55.3% |
| All | +91.0% | +83.2% | +7.8% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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