+891.3%
KLAC vs RKT
-8.7%
+900.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.1% |
| 7D | +10.6% | +6.0% | +4.6% | +9.6% |
| 30D | -4.5% | +0.7% | -5.2% | -4.7% |
| 3M | -10.3% | +11.8% | -22.1% | -12.1% |
| 6M | +40.9% | -7.6% | +48.5% | +41.5% |
| YTD | +56.1% | -28.7% | +84.8% | +62.3% |
| 1Y | +109.0% | -32.6% | +141.6% | +118.1% |
| 3Y | +288.8% | +42.1% | +246.7% | +252.9% |
| 5Y | +489.1% | -7.2% | +496.3% | +427.6% |
| All | +891.3% | -8.7% | +900.0% | +774.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling