+2,381.5%
KLAC vs RL
+347.1%
+2,034.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.4% | +6.6% | +5.8% |
| 7D | +7.5% | -4.4% | +11.9% | +9.9% |
| 30D | -15.3% | +5.6% | -20.9% | -17.1% |
| 3M | -19.6% | -0.6% | -19.0% | -19.4% |
| 6M | -12.5% | +15.5% | -28.0% | -18.4% |
| YTD | +33.0% | +12.3% | +20.7% | +25.5% |
| 1Y | +35.9% | +19.3% | +16.6% | +24.7% |
| 3Y | +208.6% | +255.5% | -46.9% | +77.8% |
| 5Y | +309.5% | +247.1% | +62.4% | +133.1% |
| 10Y | +2,381.5% | +346.0% | +2,035.5% | +1,186.4% |
| All | +2,381.5% | +347.1% | +2,034.4% | +1,186.4% |
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