+89.3%
KLAC vs RJF
+5.1%
+84.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -2.7% | -2.7% | 0.0% | -2.1% |
| 30D | -13.2% | -4.3% | -8.9% | -12.3% |
| 3M | -25.0% | +15.7% | -40.7% | -29.3% |
| 6M | +23.6% | +17.8% | +5.8% | +14.6% |
| YTD | +49.2% | +9.2% | +40.0% | +42.1% |
| 1Y | +89.3% | +2.8% | +86.5% | +82.2% |
| All | +89.3% | +5.1% | +84.3% | +82.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling