+286.1%
KLAC vs RIG
+62.5%
+223.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.1% | -7.3% | -4.0% |
| 7D | +10.0% | +5.7% | +4.3% | +8.8% |
| 30D | -14.8% | -0.7% | -14.1% | -14.9% |
| 3M | -27.2% | -3.1% | -24.0% | -27.2% |
| 6M | -17.5% | -16.3% | -1.1% | -15.6% |
| YTD | +25.8% | +34.1% | -8.3% | +15.8% |
| 1Y | +31.8% | +38.2% | -6.3% | +20.5% |
| 3Y | +195.3% | -15.3% | +210.6% | +179.1% |
| All | +286.1% | +62.5% | +223.7% | +203.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling