+430.6%
KLAC vs RKT
-11.7%
+442.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.7% |
| 7D | +2.5% | -7.2% | +9.7% | +4.3% |
| 30D | -11.5% | -7.9% | -3.6% | -10.0% |
| 3M | -16.9% | +5.2% | -22.1% | -18.5% |
| 6M | +22.2% | -14.9% | +37.1% | +25.3% |
| YTD | +46.4% | -31.9% | +78.2% | +57.4% |
| 1Y | +91.0% | -36.9% | +127.9% | +107.5% |
| 3Y | +264.6% | +35.7% | +228.8% | +194.8% |
| 5Y | +430.6% | -9.7% | +440.3% | +360.8% |
| All | +430.6% | -11.7% | +442.3% | +360.8% |
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