+113.7%
KLAC vs RL
+13.6%
+100.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.0% | +5.3% | +6.3% |
| 7D | +5.7% | -0.8% | +6.5% | +6.2% |
| 30D | -3.6% | -7.8% | +4.1% | -0.3% |
| 3M | -12.8% | -4.0% | -8.8% | -11.9% |
| 6M | +26.1% | -1.9% | +27.9% | +25.4% |
| YTD | +53.3% | -0.2% | +53.5% | +50.4% |
| 1Y | +113.7% | +10.7% | +103.0% | +97.1% |
| All | +113.7% | +13.6% | +100.1% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling