+430.6%
KLAC vs RJF
+101.5%
+329.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.5% |
| 7D | +2.5% | -4.2% | +6.6% | +5.0% |
| 30D | -11.5% | -3.6% | -7.9% | -9.8% |
| 3M | -16.9% | +15.6% | -32.6% | -25.2% |
| 6M | +22.2% | +17.6% | +4.6% | +8.7% |
| YTD | +46.4% | +9.2% | +37.1% | +35.8% |
| 1Y | +91.0% | +5.5% | +85.5% | +80.8% |
| 3Y | +264.6% | +70.3% | +194.2% | +144.1% |
| 5Y | +430.6% | +106.0% | +324.6% | +213.6% |
| All | +430.6% | +101.5% | +329.1% | +213.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling