+433.3%
KLAC vs RIOT
-26.7%
+460.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.4% |
| 7D | -2.7% | -1.5% | -1.2% | -2.4% |
| 30D | -13.2% | +5.7% | -18.8% | -14.5% |
| 3M | -25.0% | -17.9% | -7.1% | -22.6% |
| 6M | +23.6% | +45.0% | -21.4% | +13.7% |
| YTD | +49.2% | +69.5% | -20.2% | +32.3% |
| 1Y | +89.3% | +37.2% | +52.1% | +72.1% |
| 3Y | +274.4% | +111.7% | +162.6% | +175.5% |
| All | +433.3% | -26.7% | +460.0% | +301.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 RIOT 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