+78,588.5%
KLAC vs RIG
-40.2%
+78,628.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.8% | +10.1% | +7.8% |
| 7D | +5.7% | +0.9% | +4.9% | +5.5% |
| 30D | -3.6% | +13.8% | -17.4% | -6.1% |
| 3M | -12.8% | -6.4% | -6.4% | -12.1% |
| 6M | +26.1% | -8.2% | +34.2% | +26.6% |
| YTD | +53.3% | +41.6% | +11.7% | +41.7% |
| 1Y | +113.7% | +88.7% | +25.0% | +86.7% |
| 3Y | +274.9% | -30.9% | +305.7% | +276.6% |
| 5Y | +470.1% | +57.7% | +412.5% | +360.1% |
| 10Y | +2,997.0% | -39.3% | +3,036.3% | +2,055.6% |
| All | +78,588.5% | -40.2% | +78,628.7% | +48,301.8% |
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