+2,247.0%
KLAC vs RL
+337.1%
+1,909.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.7% |
| 7D | +10.0% | +2.6% | +7.4% | +8.9% |
| 30D | -14.8% | +2.9% | -17.8% | -15.7% |
| 3M | -27.2% | 0.0% | -27.2% | -27.2% |
| 6M | -17.5% | +17.1% | -34.6% | -23.4% |
| YTD | +25.8% | +10.1% | +15.7% | +19.7% |
| 1Y | +31.8% | +17.3% | +14.5% | +21.9% |
| 3Y | +195.3% | +249.3% | -54.0% | +71.4% |
| 5Y | +285.9% | +240.9% | +45.0% | +121.3% |
| All | +2,247.0% | +337.1% | +1,909.9% | +1,160.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling