+2,387.6%
KLAC vs RIOT
+750.5%
+1,637.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.4% | -3.0% |
| 7D | +10.0% | +4.8% | +5.1% | +9.4% |
| 30D | -14.8% | +16.0% | -30.8% | -16.5% |
| 3M | -27.2% | -8.8% | -18.4% | -26.8% |
| 6M | -17.5% | -29.7% | +12.2% | -14.5% |
| YTD | +25.8% | +38.3% | -12.5% | +19.8% |
| 1Y | +31.8% | +26.2% | +5.6% | +26.5% |
| 3Y | +195.3% | +79.0% | +116.3% | +156.1% |
| 5Y | +285.9% | -60.4% | +346.3% | +250.9% |
| 10Y | +2,247.6% | +638.6% | +1,609.0% | +1,518.0% |
| All | +2,387.6% | +750.5% | +1,637.1% | +1,612.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling