+279.1%
KLAC vs RIO
+95.3%
+183.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +6.2% | +1.0% | +5.2% | +5.5% |
| 30D | -5.0% | +4.0% | -9.0% | -7.8% |
| 3M | -14.4% | +4.5% | -18.9% | -17.1% |
| 6M | +28.3% | +17.3% | +11.0% | +15.2% |
| YTD | +51.1% | +36.2% | +14.9% | +23.8% |
| 1Y | +100.4% | +76.1% | +24.2% | +39.8% |
| All | +279.1% | +95.3% | +183.8% | +144.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling