+286.1%
KLAC vs RKT
-7.1%
+293.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +10.0% | -9.0% | +19.0% | +12.3% |
| 30D | -14.8% | +30.2% | -45.0% | -20.4% |
| 3M | -27.2% | -8.8% | -18.3% | -26.2% |
| 6M | -17.5% | -0.9% | -16.5% | -18.6% |
| YTD | +25.8% | -29.2% | +55.0% | +33.0% |
| 1Y | +31.8% | -20.1% | +51.9% | +35.5% |
| 3Y | +195.3% | +81.3% | +114.0% | +116.8% |
| All | +286.1% | -7.1% | +293.2% | +217.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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