+452.1%
KLAC vs RIG
+64.1%
+388.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.1% |
| 7D | +6.2% | -8.2% | +14.4% | +7.8% |
| 30D | -5.0% | -0.2% | -4.8% | -5.1% |
| 3M | -14.4% | -2.7% | -11.7% | -14.3% |
| 6M | +28.3% | -7.5% | +35.8% | +28.5% |
| YTD | +51.1% | +38.3% | +12.8% | +39.3% |
| 1Y | +100.4% | +81.8% | +18.5% | +74.3% |
| 3Y | +276.3% | -30.2% | +306.5% | +267.0% |
| 5Y | +452.1% | +59.9% | +392.1% | +339.0% |
| All | +452.1% | +64.1% | +388.0% | +339.0% |
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