+2,896.3%
KLAC vs RJF
+429.3%
+2,467.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -2.7% | -2.7% | 0.0% | -1.0% |
| 30D | -13.2% | -4.3% | -8.9% | -11.0% |
| 3M | -25.0% | +15.7% | -40.7% | -32.7% |
| 6M | +23.6% | +17.8% | +5.8% | +9.6% |
| YTD | +49.2% | +9.2% | +40.0% | +38.2% |
| 1Y | +89.3% | +2.8% | +86.5% | +81.9% |
| 3Y | +274.4% | +69.5% | +204.9% | +154.5% |
| 5Y | +440.9% | +105.9% | +335.0% | +219.2% |
| All | +2,896.3% | +429.3% | +2,467.0% | +1,017.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling