+2,986.0%
KLAC vs RL
+297.6%
+2,688.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -1.8% |
| 7D | +6.2% | -0.3% | +6.4% | +6.3% |
| 30D | -5.0% | -17.5% | +12.5% | +2.9% |
| 3M | -14.4% | -14.0% | -0.4% | -9.1% |
| 6M | +28.3% | -2.0% | +30.3% | +28.4% |
| YTD | +51.1% | -4.6% | +55.7% | +52.7% |
| 1Y | +100.4% | +9.5% | +90.9% | +90.8% |
| 3Y | +276.3% | +200.5% | +75.9% | +132.9% |
| 5Y | +452.1% | +226.3% | +225.8% | +224.7% |
| 10Y | +2,986.0% | +304.8% | +2,681.2% | +1,596.6% |
| All | +2,986.0% | +297.6% | +2,688.4% | +1,596.6% |
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