+206.1%
KLAC vs RL
+254.6%
-48.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.8% | +3.5% | +6.3% |
| 7D | -1.1% | +0.2% | -1.4% | -1.0% |
| 30D | -22.6% | +7.3% | -29.9% | -25.1% |
| 3M | -23.5% | +1.0% | -24.5% | -24.0% |
| 6M | -18.8% | +11.8% | -30.6% | -24.0% |
| YTD | +25.0% | +13.6% | +11.4% | +15.7% |
| 1Y | +27.5% | +24.0% | +3.5% | +12.3% |
| 3Y | +206.1% | +256.6% | -50.4% | +72.2% |
| All | +206.1% | +254.6% | -48.4% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling