+113.7%
KLAC vs RIO
+73.7%
+39.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.4% | +6.9% | +7.0% |
| 7D | +5.7% | 0.0% | +5.8% | +5.8% |
| 30D | -3.6% | +4.0% | -7.6% | -6.7% |
| 3M | -12.8% | +0.1% | -12.9% | -13.3% |
| 6M | +26.1% | +12.7% | +13.3% | +15.4% |
| YTD | +53.3% | +35.6% | +17.8% | +25.9% |
| 1Y | +113.7% | +73.7% | +40.0% | +55.5% |
| All | +113.7% | +73.7% | +39.9% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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