+430.6%
KLAC vs RIO
+90.3%
+340.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.1% | -0.9% |
| 7D | +2.5% | -3.4% | +5.8% | +4.4% |
| 30D | -11.5% | +0.6% | -12.1% | -12.0% |
| 3M | -16.9% | +2.5% | -19.5% | -18.1% |
| 6M | +22.2% | +10.8% | +11.4% | +16.0% |
| YTD | +46.4% | +30.5% | +15.9% | +28.4% |
| 1Y | +91.0% | +68.1% | +22.9% | +48.2% |
| 3Y | +264.6% | +94.0% | +170.5% | +163.3% |
| 5Y | +430.6% | +92.0% | +338.6% | +289.7% |
| All | +430.6% | +90.3% | +340.3% | +289.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling