+125,307.5%
KLAC vs RIO
+6,041.4%
+119,266.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +10.6% | +1.9% | +8.7% | +9.9% |
| 30D | -4.5% | +5.0% | -9.5% | -6.2% |
| 3M | -10.3% | +5.1% | -15.4% | -11.7% |
| 6M | +40.9% | +17.6% | +23.3% | +33.4% |
| YTD | +56.1% | +36.3% | +19.8% | +40.6% |
| 1Y | +109.0% | +71.2% | +37.8% | +74.2% |
| 3Y | +288.8% | +102.7% | +186.1% | +205.2% |
| 5Y | +489.1% | +99.6% | +389.6% | +356.0% |
| 10Y | +3,041.8% | +603.1% | +2,438.7% | +1,512.8% |
| All | +125,307.5% | +6,041.4% | +119,266.2% | +30,523.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling