+31.8%
KLAC vs RL
+15.3%
+16.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.6% |
| 7D | +10.0% | +2.6% | +7.4% | +8.7% |
| 30D | -14.8% | +2.9% | -17.8% | -15.4% |
| 3M | -27.2% | 0.0% | -27.2% | -26.9% |
| 6M | -17.5% | +17.1% | -34.6% | -23.9% |
| YTD | +25.8% | +10.1% | +15.7% | +18.5% |
| 1Y | +31.8% | +17.3% | +14.5% | +23.2% |
| All | +31.8% | +15.3% | +16.6% | +23.2% |
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