+160,143.0%
KLAC vs RJF
+49,360.8%
+110,782.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.3% |
| 7D | +10.6% | +1.8% | +8.8% | +9.6% |
| 30D | -4.5% | 0.0% | -4.5% | -4.7% |
| 3M | -10.3% | +18.0% | -28.2% | -17.8% |
| 6M | +40.9% | +17.0% | +23.9% | +29.5% |
| YTD | +56.1% | +11.1% | +45.0% | +46.6% |
| 1Y | +109.0% | +8.0% | +101.1% | +98.8% |
| 3Y | +288.8% | +73.3% | +215.6% | +194.7% |
| 5Y | +489.1% | +107.4% | +381.7% | +310.8% |
| 10Y | +3,041.8% | +428.5% | +2,613.3% | +1,322.6% |
| All | +160,143.0% | +49,360.8% | +110,782.1% | +13,463.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling