+2,896.3%
KLAC vs RIO
+608.6%
+2,287.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.6% |
| 7D | -2.7% | -3.2% | +0.5% | -0.9% |
| 30D | -13.2% | +0.9% | -14.1% | -13.8% |
| 3M | -25.0% | -1.4% | -23.6% | -24.6% |
| 6M | +23.6% | +10.9% | +12.7% | +16.7% |
| YTD | +49.2% | +31.2% | +18.0% | +28.8% |
| 1Y | +89.3% | +67.9% | +21.4% | +43.1% |
| 3Y | +274.4% | +88.8% | +185.6% | +163.2% |
| 5Y | +440.9% | +93.1% | +347.8% | +260.7% |
| All | +2,896.3% | +608.6% | +2,287.7% | +1,081.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling