+64,478.8%
KLAC vs RIG
-43.4%
+64,522.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.1% | -7.3% | -3.9% |
| 7D | +10.0% | +5.7% | +4.3% | +8.8% |
| 30D | -14.8% | -0.7% | -14.1% | -14.8% |
| 3M | -27.2% | -3.1% | -24.0% | -27.1% |
| 6M | -17.5% | -16.3% | -1.1% | -15.7% |
| YTD | +25.8% | +34.1% | -8.3% | +17.0% |
| 1Y | +31.8% | +38.2% | -6.3% | +21.8% |
| 3Y | +195.3% | -15.3% | +210.6% | +186.1% |
| 5Y | +285.9% | +62.5% | +223.5% | +210.6% |
| 10Y | +2,247.6% | -46.6% | +2,294.2% | +1,583.6% |
| All | +64,478.8% | -43.4% | +64,522.2% | +39,847.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling